In the United States of America, the federal government's National Park Service operates a series of national parks, monuments, memorials, preserves, reserves, lakeshores, seashores, recreation areas, battlefields, and historic sites, around 400 hundred total, with various other federal agencies operating additional recreation and/or conservation lands. In addition to this vast system of federal lands, so extensive in acreage they could contain several entire European countries, most if not all of the individual states operate their own systems of state parks, and sometimes recreation areas, forests, historic sites, etc. as well.
Many state parks protect outstanding natural scenic features, like smaller versions of national parks. For example, Hocking Hills in Ohio protects the overhang caves, waterfalls, and other rock formations that have been carved into the sandstone by millennia of erosion, and makes them available to a multitude of sightseers and hikers. Carter Caves in Kentucky protects sandstone arches and natural bridges, and a series of caves formed in the karst. Ricketts Glen in Pennsylvania preserves a stand of old growth forest and a gorge with a multitude of scenic waterfalls and rapids. Roxborough in Colorado protects impressive rock formations at the boundary between the plains and the Front Range of the Rocky Mountains. Custer in South Dakota features a scenic drive among impressive granite formations, a variety of habitats, and is home to an impressive array of wildlife, including a large herd of bison.
Others protect and interpret cultural resources. Homolovi in Arizona exists because of the ruins of ancient pueblos. Allaire and Barsto in New Jersey protects old iron furnace towns; Allaire also features a narrow-gauge demonstration railroad. Spring Mill in Indiana protects a rebuilt 1833 era village, including a mill powered by water from a flume fed by a spring, the rest of whose water plummets through a narrow gorge, a hike through which offers a cool respite on a hot summer day, (Spring Mill also protects a stand of old growth forest, and acts as home to a museum and memorial dedicated to Gus Grissom, who grew up in nearby Mitchell.) Cass Scenic Railroad in West Virginia preserves a steam-powered logging railroad, including the depot area and a logging camp.
Most state parks are far humbler, however. They're usually smaller areas, and situated along or completely surrounding a reservoir or flood control lake. There's usually some combination of campground, cabins, and/or lodge, some hiking trails, and maybe some additional recreation facilities, such as tennis courts, a golf course, or swimming pool. There may be a riding stable, or bike rentals. A boat ramp is common. So is a swimming beach, even if the sand had to be brought in from far away. I haven't made any systematic survey, but it seems to me that such parks constitute the bulk of the state parks in America.
There is nothing wrong with such parks. They offer great recreational opportunities. They offer a chance for at least a little bit of a change of scenery from the city and the suburb. They can let you paddle and splash, to pedal or ride. They offer a semi-natural environment, a bit of the great outdoors, a chance to stretch the legs and senses, to get out and discovery.
If a state is luck enough to have some mountains, a sea coast, or a shore along one of the Great Lakes, those areas might make up a greater portion of a state's park system. West Virginia has a large number of parks, such as Pipestem, Bluestone, and Hawks Nest, built around its numerous scenic valleys. Colorado has a number of parks in the Rockies. However, even Indiana and Ohio, which front upon Lake Michigan and Lake Erie respectively, have far more of the artificial lake type park than any other. Despite being a coastal state, most of New Jersey's state parks are inland, though Island Beach State Park is an excellent example of a coastal state park (though it lacks a campground).
What the artificial lake parks by and large don't offer is amazement. They're great places for a quick change of pace, for the young, and for the traveler seeking a place for the night that isn't a chain hotel just off the highway or a commercial campground like a KOA. They're great for particular types of recreation. They just lack that something amazing and novel that defines the national parks and the truly great state parks. This doesn't mean they should be avoided. By all means check them out.Read up on the park in question. You can have a great time at a state park - just get the info so you can set your expectations properly.