This park is a good place to start exploring Helan Shan. The 5km northbound trail is quite challenging in parts and takes you to the highest point in the park (just under 3000m above sea level). There are shorter and easier routes or you can combine hiking with a ride on the cable car (up/down ¥50/30) straight up to cool pine-covered hills.
The forest park can be glorious in winter. It's also home to the Suyukou Ski Resort, northwest China's largest ski resort. The downhill action gets going in mid-December. Bus Y2 (游二路; ¥15, 1½ hours) goes to the Suyukou National Forest Park from Xinyue Sq (新月广场, Xīnyuè Guǎngchǎng) in Yinchuan; get off at the second-last stop. The last bus back to town is at 3.30pm.