Note: This review is only for 2 of the trails at Fort Donelson, not a complete review of the park.
I really enjoyed my time at Fort Donelson. I hiked the Donelson Trail, and the unnamed trail to the National Cemetery, for a total of approximately 5 miles. The beginning of the trail starts just across the road from the visitor center. For the first 1/2 mile or so, the trail runs alongside the park's main road. At this point, the trail is hard to follow, because it is barely worn, and the grass is tall here. Once the trail enters the woods, it becomes more difficult. From this point on, most of the trail is in the woods. At mile 1.5, you come to a junction with River Circle Trail Loop. I didn't take this trail. I stayed straight on the Donelson Trail. Shortly after reaching this junction, you will come to a clearing. At this clearing, are cannons that were used in battle. The trail continues to the left, down in front of the cannons. Then, it follows the riverbank to the right, and up to another set of cannons. Here, you can read about the cannons, and how they were used in battle. From here, the trail continues up a set of stairs, and then goes left, away from the stairs. The trail passes some trees on the left, then moves onto a paved road. The trail picks up behind the picnic area, and heads into the open meadow. This area is actually a nesting area for eagles, so be sure to keep an eye out. Once through the meadow, the trail heads back into the woods, and doesn't emerge again until you return to the visitor center. During this last part of the trail, there are quite a few elevation changes. If you choose to take, the trail to the National Cemetery, be prepared for a difficult hike. The first part of this trail contains many switchbacks, because the terrain here is pretty steep. Overall, the trails at Fort Donelson are really good. They include seclusion through the woods, nice views, historic sites, and I even saw some wildlife while there (1snake, 4 deer, and a bald eagle). I would definitely recommend a visit here.
Natural Bridge is a nice daytrip. It can get pretty crowded on nice days, and weekends. I would recommend taking some of the side trails, rather than the most popular trail that leads straight to the arch. The side trails are a little tougher than the main trail, but it will help you avoid the crowds, and on some, the views are better. The only reason I only gave 3 stars is because the bridge is somewhat of a letdown. In my opinion, Natural Arch is more amazing (it's also bigger). You can read more about Natural Arch, here.
Nada Tunnel, is a very cool place. The tunnel itself, is really awesome from the outside, but once you drive through it, you really get a sense of how rugged and natural it is. The inside is cool, dark, and water drips through the rock above and into the tunnel. I would highly recommend you go here at least once.
Once you arrive at natural arch, there is a $3 cost for a one day pass. I think it is worth it to pay this small fee, for what you get. Once you park and get out, the trails are clearly marked, for where you want to go. On your way to the arch, there are 2 overlooks that give you an awesome overall view of the arch. Keep hiking the trail, and you'll get to the arch. There are many more trails you can hike, after visiting the arch. Also, there is a small picnic area with a grill, in case you want to have your lunch there too.