The Red River Gorge is in the Daniel Boone National Forest and has some great possibilities for an overnight. But it's a 2.5 to 3 hour drive from Louisville. Also, the gorge can get a little crowded in late September. There are other possibilities in Daniel Boone National Forest, too. It's been a long time since I have been up there, but you can find some recommendations on routes on the internet. Backpacker.com has published several articles on routes through the gorge, so you may find some good suggestions there.
Here's a link to a trip report on backpackinglight: http://www.backpackinglight.com/cgi bin/backpackinglight/forums/thread_display.html?forum_thread_id=32225
And here's another with some trail ideas: http://www.backpackinglight.com/cgi-bin/backpackinglight/forums/thread_display.html?forum_thread_id=32881
There are black bears in DBNF, and the forestry service has issued a food service restriction.
I have hiked most of the longer trails in the portion of Hoosier National Forest that lies south of Interstate 64), and, although I have enjoyed day hiking there, I have not felt particularly inspired to do an overnight, at least in that part of HNF. Ticks are bad there, too, that time of year. The Deem, which is in the northern part of HNF, is a good option (although a little further from Louisville), and I hear good things about the Knobstone Trail. I think that there are article son Backpacker.com and Indianapolis Monthly about the KT that might give you some ideas. The KT is fairly challenging, particularly the parts around the southern end (closest to Louisville).
I also recommend that you check the state wildlife websites re hunting dates for either area. If you go in late September you'll miss the main part of the deer hunting season, but there might be a few special dates, or some bow hunting on deer and other species, in late September.