I'm speaking up for Indiana here but honestly if you're looking for those dunescapes and beaches, western Michigan is the better bet. Road To Perdition was filmed around Saugatuck, just an hour into Michigan; that part of Michigan really is worth a trip to see (you'd want book a place to stay up by the lake for at least a couple days; it's not so much a sightseeing deal as a chill-out-by-the-lake deal).

The whole stretch though from Chicago up to Traverse City is basically where Chicago vacations.