I enjoy backpack camping and mentioned to the wife that I wanted to do some cold weather camping.  So for Xmas she bought me a Coleman heater (which I cannot use nor will I carry that add'l weight in my pack) and wants to go camping with me, in FEBRUARY.

I'm going to suggest we do this in maybe June/July for obvious reasons but I'm looking for suggestions as to where we can go.  

I want to hike, camp, hike, camp, etc.  New camping spot each night.  Hoping to find something w/in maybe four hours of Joliet.

Ideas ?

Pallasades state park out by the Mississippi River has some great trails for hiking and beautifull views

Checked it out.  Looks like a typical state park where you can only camp in the designated campground.  Plus the trail system is only fifteen miles long.

Might be a bit farther than you want, but check out the river to river trail across southern Illinois. Beautiful scenery and it's national forrest. I believe you can pretty much camp where you want.

Isn't that near the garden of the gods?

Yes. It goes through there. Starts somewhere on the Mississippi, then cuts across the bottom of the state and ends somewhere on the Ohio river. I deer hunt down in Hardin county. Hard to believe you're still in Illinois.
http://www.backpacker.com/trips/illinois/illinois-trail-of-two-rivers/
Interesting article.

Shawnee National Forest. That trail mentioned by rwchet sounds pretty cool.