If you happen to be in the area in early May, run up the North Shore of Lake Superior and find a smelt fry. Betty's Pies in Two Harbors is almost worth the trip in itself. The North Shore Drive, from Duluth up to Pigeon River (or Thunder Bay if you bring your passport) is spectacular. Jay Cooke State Park, Gooseberry Falls, Split Rock Lighthouse, and any number of agate hunting spots along the way. If you do end up going all the way to Thunder Bay, don't miss Kakabeka Falls and Ouimet Canyon.
White Castle.
Diners, Drive ins and Dives has featured a bunch of places around there.
There's a good lefse place in Osakis.
Spend a day in the Stillwater area. Lots of funky stuff around, and the St Croix River is a nice place to hang out. It's a little more hipstery than it used to be, but still pretty cool.
The Minnesota Science Museum is worth a stop.
My wife is a rabid quilter, so we always have to hit Gruber's in Waite Park.
There are a lot of free or cheap places to go in the Twin Cities area. I found a website a while back about it, but lost it in a computer crash.
A little further afield, Itasca State Park, the Hjemkomst Center in Moorhead, the Iron Range, and the Minnesota River Valley.
The biggest Cabelas store used to be down in Owatonna. I'm sure there are bigger ones now.