I grew up in South Dakota and you're right, there are a lot cool things in the Black Hills. Also, Custer State Park, buffalo still roaming the range. You can also rent cabins in the Badlands National Park.
In Deadwood, the Bullock Hotel is supposed to be haunted by Seth. The No. 10 is still there too. It has a chair hanging on the wall that claims it is the one Wild Bill was shot in, but I doubt it since the No. 10 has burnt down twice.
You can also stop at the Oahe Dam in Pierre. It's the second largest earthen dam in the world.
Sioux Falls was voted as the best place to live in the U.S. a few years ago.
Just a few tidbits.