Besides the locations Midwestern_Michael has pointed out in the west, there will be a number of great hiking locations along the way. Don't overlook these spots in the east early in your journey: Cuyahoga Valley National Park outside Cleveland, Buffalo Rock State Park along the Illinois River west of Chicago, and for a different kind of hike the Amana Colonies in Iowa, and try some of the historic landmarks along the Oregon Trail at Chimney Rock, Courthouse and Jail Rocks, and Scotts Bluff and imagine hiking the entire breadth of the continent, which many if not most of the pioneers did.
AZBuck