Amen to Queen Wilhelmina SP! Justin and I have stayed there three times or so, including part of our honeymoon in '98. Talimena Scenic Drive is definitely a must, and we also highly recommend either visiting or staying at Petit Jean SP as well (again, we've stayed there three or more times, including the bulk of our honeymoon -- wonderfully appointed cabins! I wish Texas SP were as nice!)
Mount Nebo SP is another favorite of ours, though our favorite cabin there had to be demolished due to foundation problems, so we've only stayed there twice I believe. (The cabin was a gorgeous A-frame set apart from the other cabins and near the park's sunset overlook.)
More information on Arkansas State Parks (Official site)