Barkcamp state park in Belmont county has some nice walking trails, one even has literary markers that tells a story as you walk through it. I like them because the terrain is varying and it's a decent exercise. This park also has a couple of nice riding trails if you like to take your horses on new adventures.
Also, the lake is a pretty decent place to go bass fishing that has many areas where you have to change your approach and figure out what kind of bait you need to use.
It also has camping sites, including a few small/rustic cabins.
St. Clairsville has an Underground Railroad museum that gives a fairly decent walk-through, for its size. I found it very interesting (I'm a history nerd) just how involved in the UR that Ohio, more specifically Belmont county, actually was!
If you're into the paranormal, perhaps even do some sort of ghost hunting yourself, the Bellaire House has officially made the national circuit of such things.