The first thing I want to say is that I was surprised by the utter coolness of Wind Cave National Park. I have never been so amazed by a simple hole in the ground, but there is wind that just comes shooting out of a hole in the ground. It is so cool. On the day we visited the wind was blowing out at 9.3mph, but the ranger told us it has come out as fast as 40mph.
It is important to note that this is caused not by a draft but rather pressure differences from inside and outside of the cave. This makes it a great opportunity to teach your kids some physics. Don't worry the visitor's center has explanations to help you out.
If the wind wasn't enough there are tons of cool things to see while driving around the park. Depending on the time of year it is very likely that you will encounter buffalo just standing by the side of the road. Don't get too close, but take some time to enjoy these gigantic creatures.
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The only warning I have regarding the park is the limited availability of the cave tours. The first time we went down to the park we had just missed the tour and it was another two hours until the next tour would begin. This would have put us too late for me to make it to work on time, so we instead went for a hike and came back two weeks later.
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BTW: We were able to see some more buffalo.