I flat out love the Black Hills! Mt Rushmore is obligatory,of course, since you are right there, camping in Keystone. I would add Custer State Park, especially the Needles area and Harney Peak. You will enjoy a drive through Spearfish Canyon, with a short stroll to Roughlock Falls thrown in...

For caves, I recommend Jewel Cave (world's third longest currently) and Wind Cave (world's sixth longest). Wind Cave has a delightful small campground... Many of the smaller commercial caves are kind of touristy, but Crystal Cave is pretty decent.

I would avoid Crazy Horse (get a good view from the highway) and Deadwood - both are tourist traps, but even worse is Keystone If the NPS ever establishes a "Tourist Trap National Monument", it would be Keystone, SD.....

I highly recommend The Mammoth Site, in Hot Springs - an absolutely amazing world class paleontological site, all enclosed in a nicely weather tight building - it is a great option for bad weather. Full disclosure - TMS is the reason I know something of the Black Hills - I have worked there the last thirteen July's as the crew chief for the dig crew. One of my jobs was to load up the gang on Sunday and take them through the region. At TMS, you will see the bones we have exposed in situ, along with a very fine, small museum. I could go on and on about TMS....

Are you bringing mountain bikes? The Mickelson Trail, running over 100 miles along the backbone of the Hills, is beautiful, especially the stretch from Dumont to either Deadwood or Mystic - both are downhill.

Take your day pack and vehicle and just explore. There are many charming back roads. This last July I finally took the gang to the top of Terry Peak, just outside Deadwood,and realized I had been missing a beautiful view all these years. I have never walked French Creek in Custer SP or any portion of the Centennial Trail.

Devil's Tower is fabulous - the easiest route is a moderate 5.6 and guides are available. Badlands is great! I am retired NPS, by the way, so naturally I recommend them.

For something you will never hear of, take highway 71 south from Hot Springs to Cascade Springs and Cascade Falls - great on a hot day. To go farther afield, spend some time around Ft Robinson State Park, just south in Nebraska.

I could go on,but this is enough for now. Love that country!
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Geezer in Chief