Dolly Sods Wilderness is worth the trip. It's about 10 - 12 miles of gravel Forest Road 75 from the Red Creek Trailhead. There are falls on Red Creek. Check them out on this page.
The road to the top of the sods is kind of cool. It's a unique environment/habitat along a long straight road. There are beaver ponds and trails galore. I like the far/high point of the road which overlooks a lot of mountainous region around the area. Lots of cool rock formations. Bear Rocks is the name of this area. It rained both times I was there and it wasn't very conducive to shooting. On our last trip up, we decided to exit by continuing on FR 75. It's a shorter trip to get back to paved surfaces. Maybe 5 miles. We were staying in Davis, and while it was farther distance wise to go this way, it was quicker and much smoother. There are also several landscape opportunities when leaving by this route.
Waterfall on Beechy Run - not yet located or verified
38.3278, -80.3325 http://www.swimmingholes.org/wv.html
Middle Fork Falls - not yet located or verified