The dunes run along the coast of Lake Michigan from the Southern most tip to the upper peninsula. The dunes are a very unique and important ecological community. They are important for erosion control, water filtering, biodiversity, and a bunch of other important things. Kudos to the Michigan State Park system for protecting so much of this coast. The most obvious activity to do is hiking, of which there are many miles of trails. It’s mostly a day hiking destination, but there are places to camp to make a weekend out of it. If you’re there in the winter, don’t forget to bring a sled. I recommend immersing yourself in the unique biology and history of the area before going out so you can better appreciate the dunes, which can be done here: http://www.nps.gov/indu/naturescience/index.htm
Partial List of the many parks along the coast with trail maps
Indiana Dunes National Lakeshore
Warren Dunes State Park
Grand Mere State Park
Van Buren State Park
Douglas Beach Park
Saugatuck Dunes State Park
Holland State Park
Rosy Mound Natural Area
Hoffmaster State Park
Muskegon State Park
It was at these dunes that some of the important concepts in ecology were originally studies. For example, secondary succession was originally studied by Dr. Henry Cowless right within the national lakeshore.
One of the last remaining populations of Karner Blue butterflies can be found here. While Karners may just be one of the countless species that are barely hanging onto survival, they have been used as a model species for how climate change may affect the geographic range and life cycle timing of highly fragmented endangered populations.
There are campsites at Warren Dunes State Park certain parts of the year.