I know Shades doesn't allow use of its backpacking campground in winter, but I thought the Class B tent sites were open. If not, there's another state park, Turkey Run, about 10 miles away (they both lie along the same creek, Sugar Creek.) Turkey Run has a lodge and Class A campground - but same terrain, and some nice hiking trails. Haven't stayed there in years, though - I usually prefer Shades because of its backpack campground, about 2 miles in and accessible only by trail.