Jefferson is only 30 mins drive and is the most delightful little town with wonderful old world type stores and restaurants. You can either stay in Jefferson and drive over to Caddo Lake area for the day or just visit from the Lake.
Shreveport in Louisiana is right next door to Texas. The lake lies more on the Louisiana side than the Texas side. There are other lakes on that side as well as all the Casinos for a bit more of a lively nightlife.