I have been through checkpoints where no turn-off was lawful. In addition, I have seen youtube videos of people pulling u-turns to avoid checkpoints and getting chased down for probable cause.
I found it interesting that the sobriety checkpoint must be timed to achieve maximum likelihood of non-compliance. In other words, sobriety checkpoints at 10 am on a Tuesday probably wouldn't fly.
I suspect you can get around this by setting up a seat belt checkpoint, though.
In Indiana?