We've done a bit of everything ... cheap vacations in a cabin in Island Park or camping at Panguitch Lake with friends. More expensive trips to foreign countries. I think the biggest thing is to lower expectations and plan something for everyone. We did a great one a year ago to northern idaho where we biked the Hiawatha trail (something my wife and I love, but the kids were just ok with) and did Silverwood theme park (something my kids love and I'm just ok with). Everyone was pretty happy. Staying in an Airbnb helps a lot.

Good luck, it's worth doing ... I hope it goes better for you!