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Palo Duro Lighthouse
If you don't mind a little red dirt, Palo Duro is an outstanding place to explore. It's large enough to spend several days and not feel like you've exhausted the area. Catch the overlook as you enter, and then camp as far into the park as you can. Don't miss the ~3 mile trail out to the iconic Lighthouse and the big cave all the way in by the equestrian area.