There are several great campgrounds in the Dells area! One of our favorites is Holiday Shores, although we haven't been there for several years. It's on the shore of the Wisconsin River. Mornings, the kids and DH would sit on the bluffs and fish.
Devil's Lake State Park is another great place to stay. Devil's Lake is a spring-fed lake surounded by bluffs. Power boats are not allowed in the lake, so the water is very clear. There are a few different campgrounds in the park. Since you are going mid-week, you should still be able to reserve a site (weekends fill up very quickly). The park is a great place for hiking and biking.
Both of these places are far enough away from the Dells glitz to be quiet and relaxing, but within 5 to 15 miles of all the waterparks.