I've camped at the dam campground. It is nice, clean, good sites. About 5 minutes from closest boat ramp. I've also camped at Obey campground. Also clean, smaller site though. Good thing is it is very close to Sunset Marina. very busy part of lake though. You can also launch your boat and anchor close to shore and leave it anchored over night as long as you're there. Nice for just cruising up for meals or breaks, swapping people, etc. Regardless of where you stay, you will absolutely love the water!
