Don't get me wrong. Indiana does have some nice areas to hike. You are in a little bit of a grey area though, due to distance.
The one day hikes in Shades and Turkey Run are certainly worth not missing if you are going to be in the area. Both have enough trails to warrant more than one trip, as long as you are not into "making miles". Not so much because of the total length of distance to be had at either location, but the fact that there is a lot to see. Sugar Creek is worth a canoe/kayak run too, for the same reasons, as long as the water isn't low.
Turkey Run alone has rock formations that exist no where else in the state, and Shades is pretty much the same. Even more so due to the concept on which it was created. There really is no where else in the state quite like them.
Hit them during the week if you can. Winter, even better.
Thru hiking, you are limited to a hand full of trails, but you can still take some maps of the national forests and hike around for days with a compass or gps. There are old road beds, abandon logging trails, and interconnecting multi-use trails, in nearly every valley, and on every ridge top.