Caddo Lake State Park is an excellent, very clean park on Caddo Lake, which is a Texas Outside Favorite. You need to visit this park to explore Big Cypress Bayou and the only natural lake in Texas. Caddo Lake (28,610 acres) and Big Cypress Bayou are a maze of bayous and sloughs that wind through the cypress trees and lily pads.
This 484 acre park provides easy boat access to Big Cypress Bayou which leads into Caddo Lake. It is a lot of fun to cruise the Bayou as it winds its way to Jefferson and Caddo Lake. Within the park is Saw Mill Pond for canoeing and fishing.
If you have a boat, Caddo Lake State Park is an excellent place to stay to explore Big Cypress Bayou. Start the day with a cruise west winding through the cypress tress to Jefferson. This trip requires some local knowledge, an excellent map, or some good luck to actually find Jefferson -- but it is well worth the trip. If you're heading to Jefferson for the first time, ask the local fishermen for directions and check with each one you pass to ensure you're headed the right way. There is a small sing on a tree pointing to where you turn left for the slough to Jefferson, but it is very easy to miss. Near the train bridge, you will see a boat ramp and sandy beach to park the boat. From there it is a two block walk to explore the antique shops of downtown Jefferson.
On the way to or from Jefferson, break out the skis or board. Big Cypress Bayou is a narrow river and absolutely perfect for skiing or boarding -- there's never much boat traffic and the water is always perfect -- but don't get cocky and ski near the shore because of the protruding cypress knobs. There is also a small bar and restaurant on the north bank -- stop in for a cold one.
The next day head your boat east down Big Cypress Bayou and take a small slough which is barely wide enough for a boat to Caddo Lake. Again, there you need some help finding this because it is not marked -- ask the local boaters for directions. It is very easy to get lost, so be mark your route and remember landmarks. What an experience and I won't even try to describe it, you need to experience it first hand! Big Cypress Bayou and Caddo Lake will provide some excellent skiing or boarding opportunities.
We haven't explored the local area, so I can't make any recommendations. Within the park are two short trails for hiking, a couple fishing piers, and a canoe rental. If you don't have a boat, rent a canoe or take the pontoon boat tour and explore Big Cypress Bayou.