Rend Lake is just south of there. They operate a marina so you could always rent a pontoon boat and enjoy a day of boating. Garden of the Gods State Park is about an hour away (south) and it has some lovely hiking. St. Louis is also about an hour away and going to a Cardinals game, going up in the Arch, etc., is a good day trip. There is also a minor league team in Marion IL (an hour south on I-57) called the Miners that's a good time as well. There is a very large laser tag place in Belleville, IL (about 45 minutes away) that is a ton of fun too.
Hope that helps.
KC