Minneapolis is a great city to visit if you like outdoors-y activities. Frequently rated #1 in the U.S. for parks and for cycling. Really good music, theater, and craft beer scenes as well. The north shore is great too, as others have mentioned, and about 2-3 hours away depending on where you go. October is my favorite time in the Twin Cities, but November will be cold.
Denver is a nice city too and could fit the bill, although it's not really in the midwest. I've also heard great things about KC, although I haven't been.
Good luck!