The geocaching is a wonderful idea... we did that with my son's cub scout troop on a campout, and they loved it!
The way we did it was to pre-select a few nearby "sites", pre-load the coordinates in the GPSr, have a "goody bag" with age-appropriate items, (whistle, camping item, things like that) and let EACH boy lead the way and do the main search for one of the treasures.... that way, each boy got to man the GPSr and find their treasure. You also don't have to worry about them telling someone else about a public geocache that may later get compromised.
Another thing you could do would be a "scavenger hunt" or "bingo" type game... make up a gameboard with things commonly found in the area, and go on a short hike... they check them off as they see them. (Suggestions could be... bird, squirrel, flower, pinecone, stuff like that.) I wouldn't send them off on their own, but take them on a hike together. Or, give them a boundary where you can still see them.... all around the campsite, maybe?
Here are some state regulations on the burn ban if it is in that area... the park you are going to may have other regulations, so be sure to check.
http://www.tceq.state.tx.us/assets/public/implementation/...
Page 4 of this has info in campfires: "Outdoor burning is allowed when used solely for recreational or ceremonial purposes, in the noncommercial preparation of food, or exclusively as a means of generating warmth in cold weather. In other words, campfires, bonfires, and cooking fires are allowed."