FFS, there's a National Park in New York City: Gateway National Recreation Area. At least I hope it's still there: used to go mountain biking there a long time ago.
I've lived in Georgia for most of my 40 years, and most of these parks I had never heard of until we went there. I think almost every single one has been a really good experience. And it's very affordable for my family of 5. We don't have to go far. They're all a little bit different.
I've seen Yosemite, and the Grand Canyon, and other sites of note in the US. They are really neat, and can be worth the trip. But I'm pretty sure at this point that I'll never even see everything that my home state has to offer in my lifetime, so I'm pretty content to stick to reasonable driving distance.