Most people go to Starved Rock State Park in Illinois during the summer, or at least during the spring when the waterfalls are likely to be roaring. My favorite time is winter.
Yes, the paths are icy, and it's best to bring trekkers because Illinois really does have some canyons and you really don't want to fall into one. Amazing as the waterfalls of Wildcat Canyon, St Louis, and French Lick are in their glorious spring release, the stunning landscape of their quiet in winter pulls me there every year.
Frozen pillars of water, their individual streams of water still evident in frozen stop-action, pile into stalagmites of frothy ice at their bottom.