quarry park in st. cloud is a very good choice if your looking for something close.
well it's in waite park, but close enough. probably 45-1hr from the cities. really really really really fun! good water and cliffs anywhere from 5-50(if you're willing to sack up and jump over some boulders and shit.). the main cliff is perfect though, about 30 ft, just enough for solid doubles.
one of my favorite swimming places in the summer.
if you live in anoka, check out the train bridge by the fair grounds. it's probably 30 ft and also extreemly fun. sometimes there's a rope swing as well under it.
or drive up to the iron range..... or duluth