I think this is a more common issue than people think. I mean, we see all these great images of the backcountry, awesome trip reports of people out in the middle of nowhere, and so forth.
I actually had a similar experience when I decided to go for the first time. What do you mean I need a permit for this, and a permit for that, and I can only camp here and not there, and, and, and.....I just want to GO!
Once you really delve into it, you can find some pretty awesome places to go. Remember though, if you want a sweet mountaintop view, or a secluded canyon, or a hidden waterfall, you have to get there first, and many people, myself included, aren't equipped with the knowledge to go find these places off trail. Unless, of course, you follow established trails--and then we're back into the realm of the issue at hand.
Like anything else, its a learning process. I'm still going through it! National forests and grasslands are places where you can camp wherever you want--like next to that babbling brook. Other wilderness places allow it also, but you just have to research the rules and regulations. Heck, even in Wisconsin, nice trails with dispersed camping are few and far between.