Sable Falls is (are?) just west of Grand Marais, a short drive off the road, and a short walk (with a lot of steps) from the parking lot.
There’s also access to the Sable Dunes, which are much like the dunes of West Michigan. (The trademark cliffs of Pictured Rocks are still to the west, I gather.) That’s a little bit more of a hike to get to.
You shouldn’t visit Pictured Rocks without taking a boat tour of the cliffs (or renting a kayak and doing your own your, I suppose), but I did that on my visit in 2009, so I’m going to focus on waterfalls and such on this pass. I’m riding through the interior of the park, which is already looking like some great riding road.