The excellent Cheraw State Park (100 State Park Rd., 843/537-9656, www.southcarolinaparks.com [1], daily 7 a.m.–9 p.m., free) just outside of Cheraw [2] on Highway 52 is actually the first state park in South Carolina, established in 1934 by the Works Progress Administration.
There’s plenty to do here, from fishing on Lake Juniper, to nature walks, to camping, to a quite well-regarded 18-hole golf course (843/537-2215) designed by Tom Jackson. You can rent fishing boats for $12 a day, and canoes or kayaks for $15 a day.
Links:
[1] http://www.southcarolinaparks.com
[2] http://www.moon.com/destinations/south-carolina/columbia-and-the-midlands/the-pee-dee/cheraw