You did not say when you are coming. If you are coming in the winter months I would suggest the State Fair Grounds in Milwaukee. Not very scenic but a marvelous campground to visit the city and is even on a city bus line. There are complete facilities and kept very clean. I wish all big cities had a campground in the heart of the city like this. If you are coming in the warm weather and want some scenery, the closest state park is Pike Lake, about thirty minutes north. I am a camp host there and it is a gem within the city sprawl. To the south we have the Southern Kettle Moraine which has two nice campgrounds, and Bong a deserted AF base. There are several private campgrounds around but beware they are mostly for those who park there year around and not very well kept. Feel free to PM me with your travel plans and I would be happy to help you further.
1994 30' Excella 1000, Chummy III- Ford Excursion- 7.3 Turbo-diesel