Chris,
On the Kentucky / Tennessee border there is an area called Land Between the Lakes. In this huge recreational area, you will find a park called Turkey Bay ORV area. It is a drive anywhere off-road playground. There are hills to climb, mud-holes to try (or go around). There are campgrounds, horseback riding, fishing, you can even see live buffalo!
There are many miles of dirt road outside of Turkey Bay ORV area, too, that are worth exploring. We went there in 1997 and had a great time. It is a place I would definitely like to return to.