Michigan certainly has many more opportunities than Indiana, and it has many more miles of shoreline. Many state parks all the way from the Indiana line up to the UP. Sleeping Bear Dunes National Seashore is also great.
But you might also want to travel to Indiana, which has Indiana Dunes State Park and Indiana Dunes National Lakeshore (I used to work there as a Park Ranger). The state park campground has electrical hookups, the national lakeshore campground has none at all. Both dune parks are great, but are generally sandwiched in between industrial areas (US steel in Gary, what used to be Bethlehem Steel and Midwest Steel in Burns Harbor, and a power plant with a large cooling tower in Michigan City, IN)
If you were to visit just one state - Michigan is the clear choice for many more parks and dune experiences.
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