Marion County and Indianapolis are the same thing. Indianapolis isn't that bad for a large city. The zoo is pretty neat, and the White River State Park is downtown.
White River State Park (Note: This is a link to the state park's home page. White River State Park is probably pretty nice, and it's neat that Indy is keeping some green space downtown, but in my opnion it doesn't qualify as a natural area. If somebody wants to argue that, or knows something about it I don't, e-mail me and change my mind.)