Restaurants around the lake are going to be packed and might not be worth the wait and hassle of trying to get a table. If you do want to go out to eat, maybe look inward rather than going someplace on the lake.
Be sure to get out on the main channel and see what kind of money is down there, and I'm not talking boats. There are a lot of absolutely gorgeous houses on the shore line.
Probably best to avoid Party Cove, although I'm sure your boys would love it.
We golfed at The Cove last year and it was a pretty nice golf course. I'd golf there again.
The Ha Ha Tonka State Park is a lot of fun that I think you and the family could enjoy. I believe it's 300+ step hike but not all that difficult and totally worth it.