Ah, the Mount Horeb Mustard Museum a classic example of something I've walked by a million times but I've never actually stopped in. I'm going to have to make a point of visiting it one of these days.

For camping and fishing, I'd recommend staying at Governor Dodge State Park. It is a nice park, with 2 lakes, and a swimming beach and is within 30 minutes of Mount Horeb, New Glarus, and House on the Rock in Spring Green.

I haven't done the train ride or the Ripley's Museum, but they certainly look interesting. I do think you will like the Dells, because there are lots of things along these lines thoughout the town. In addition to the jet boats, I'm pretty sure I've seen parasailing around the Dells, although, I haven't actually done it myself.