There's all kinds of stuff around. If you have a couple hours for the drive, the upper Buffalo River wilderness past Harrison is amazing and has a lifetime full of things to explore. If you're rushed for time, I like the local conservation areas. Sac Woods, Pleasant Hope, Compton Hollow, those are all within about twenty minutes of town and never very crowded. I personally spend a lot of time at Stockton Lake. They have regular hiking trails, but they also have miles of rocky shoreline and bluffs to explore and lots of good canoeing and kayaking.