Cattail Cove State Park also has an ampitheater where they offer special programs at various times of the year. Refer to the website to see what is scheduled.
Dog Beach can only be accessed by hiking down the Whyte Trail or by boat. It has a picnic area and you can pitch a tent and sleep there.
There are a number of ducks that stay around the picnic area. They are quite tame and will come up to you looking for a handout. Easy to photograph.
Take a boat ride. If you don't have a own you can rent one here.
A lot of water sports can be done here.
Of course the main attraction of Lake Havasu is the London Bridge. This is the original bought from England and reassembled here brick by brick. This still amazes me.