If I had to choose, these would be my top three.
1. Cheaha
2. De Soto
3. Gulf State Park- in the winter. During the summer, it's miserable. We stayed there over Memorial Day weekend, good lord it was freaking hot and humid.
Guntersville and Lake Lurleen are both nice parks too. Really, I haven't stayed in one in Alabama that I didn't like.
There's a city park in Leesburg that was pretty nice too. We stayed there in August and went to the water park. It's not a state park, but nice and affordable.
Wind Creek is suppse to be THE park. I haven't been there yet.