Absolutely beautiful lake. Go to Tall Chieve Cove, where they have a great swimming beach. Restrooms are primative. Map of lake: http://www.greatertulsa.com/ skiatook/images/skiatooklake.jpg. Also great camping here, $20/night.
Go to Skiatook Point to launch for windsurfing! Steady S, SE, SW winds are great there.
Go to Crystal Bay for a quick bite to eat.