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 waterfalls on Red Creek. Check them out on this page.
Directions: (From Forest Service Website)
From Petersburg follow WV 28/55 south to Jordan Run Road. Turn right and go 1 mile to Forest Road 19. Turn left and follow FR 19 six miles to the Dolly Sods Scenic Area. The wilderness is directly ahead of you at the intersection with FR 75. Turn right for Wildlife and Fisher Spring trailheads; turn left for Rohrbaugh and Red Creek trailheads.
From Canaan Valley: follow WV 32 south to the Laneville Road (WV 45). Turn left and go approximately 6 miles to the Red Creek Bridge, where the road changes from pavement to gravel and is now Forest Road 19. Red Creek trailhead is on the left behind the Laneville wildlife management cabin. Continue on FR 19 to get to Rohrbaugh trailhead and FR 75.
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.
Additional falls can be found on many of the tributaries around Dolly Sods. One you might consider is the Flatrock Run Trail. There are a number of falls here. Follow directions to Red Creek Trailhead at Laneville, but turn right on Bonner Mountain Rd. before the Laneville trailhead. Take your first immediate right to continue on Bonner Mountain Road. It's a total of approximately 0.9 miles to parking at the trailhead. 38.973327, -79.435117
There are also some really nice falls on Jordan Run. Go to these coordinates (39.00441, -79.26652) on Jordan Run Rd. to begin your search. I have not personally seen these falls but witnessed them on the American Whitewater website for Jordan Run Gorge.