A close option is to fly to French Lick (KFRH) and stay at the West Baden Springs resort. It's an easy flight from Indy, and the hotel runs a shuttle out to the municipal airport. I went down there for a weekend for business, and it was a really easy flight, and ground transportation was really easy and cheap (as in FREE!). They have golf, a spa, and other typical resort things, plus a fairly mediocre casino. (Although I did win over $800 when two goofball locals called my all in bet on the flop with top set, and both were on the same flush draw, and they weren't getting the odds to call, and the flush did not come home .) Overall, French Lick/West Baden is not a bad option.
A longer trip (300nm from EYE), fly to Lewisburg, WV airport (KWLB ), and take a cab to the Greenbrier resort. (About 15 minutes away by car). The resort is phenomenal. West Baden Springs is similar, but not up to the standard of the Greenbrier. Rent one of their cottages on the grounds if you want a special treat. That time of year, it should be gorgeous. The airport has a massive runway because the Greenbrier has a bunker (which you can now tour) that was the secret hide-away for congress (ALL of it, both houses) in case of nuclear attack, so its got a massive runway to accommodate massive airplanes, although the airport is a podunc little airport barely worthy of a class D airspace. More money, but definitely worth it. They have lots of activities, such as golf, horse back riding, tennis, shooting, and the most awesome (and I am not kidding, it was awesome) croquet lawn. I mean that thing was like a billiard table crossed with the best golf green you ever saw. We had a ton of fun drinking and playing with some friends with their awesome croquette set and manicured lawn. They also have a small (tiny, really) casino that is cool to see because of the decor. Its based on the Dorthy Draper décor of the rest of the hotel. (My wife is a big fan of her décor, which is the only reason I had ever heard the name.) But you don't go there for the casino. That is really an afterthought. Overall, this resort is tres cool!
If it were summer time, I would suggest going up to Put in Bay Island (3W2) off the north shore of Ohio up near Sandusky. Not too far at all. (192 nm from EYE) But that is a little late in the year for that trip. I have never been there. This may be a good trip for people that like to drink alcohol, as I am not sure what there is to do there other than bar hop. Maybe others can chime in.
Go to the park, take a carriage ride, walk Hells Kitchen during lunch and stop where your nose leads you. Catch a show... Manhattan is an easy weekend trip from Indy and makes for a great wow on many levels including a lot of really neat architecture. For as bad of a reputation as New Yorkers have, I've never had a problem there and found people friendly and helpful.
lol