Yeah, St. Helen Motorsport Area in St. Helen is nice and legal, and not TOO far from Alpena, there's also some tank trails in Grayling that are legal and super fun. The mounds is very very muddy; if you don't like mud, don't bother going there. St. Helen has some very fun hill climbs and some sand.
Anything that is unmarked(no ORV ROUTE sign) is illegal and DNR probably is there to ticket you and tell you it's not legal, and if it's marked ORV TRAIL, it's for ATVs, and if it's marked MCCCT, it's for dirt bikes, so don't be there. Anytime you see trails that run along powerlines, don't go there, they're illegal.
Wow.... reading that, it makes it seems like michigan wheeling sucks, but when you find the legal stuff, it's rather fun.
Here's a site, although it's titles ATV, all these places are Jeep friendly in the designated areas:
http://www.michiganatv.com/scramble.php.
Have fun, and maybe check out the Trail Rides section on
www.greatlakes4x4.com before you head up there, there may be some people doing a trail ride that you could jump on. Michigan's terrain is so dynamic, it's not worth going on a trail ride alone and risking getting stuck in the middle of nowhere.