Murphy-Hanrehan Park Reserve reminds me a lot of the Texas Giant roller coaster at Six Flags Over Texas. You go up a lot of hills (including one big one at the start), then scream downward until you get to the next uphill. It's definitely a thrill a minute.
How to get there:
Take Highway 35W (or 35E) south to County Road 42 by Burnsville Center. Go west on 42 about two miles until you get to Burnsville Parkway, then turn left (south). Follow this road until it turns to the west. (There are signs saying that the road is closed for construction, but as of October 1995, it's passable.) This turns into Hanrehan Lake Blvd. Turn left on County Road 75 and the park will be on your left after the turn. Parking is $4 per day or $20 with the Hennepin Parks permit. The trail is only open August 15 through October 31.
A thrill-a-minute rollercoaster ride.