Cumberland is GORGEOUS and there are any number of campgrounds scattered around the lake.
We camp at Kendall (Kendall Recreation Area
) which is at the base of Wolf Creek Dam. DH can flyfish in the river below the dam so he's happy. My sis & her family also camp there and can put their boat in the lake from a ramp about a mile away from camp.
The State Park has a nice campground too. (Kentucky State Parks - Home
A lot depends on what you want to do...boat, hike, fish, golf, etc and what ammenites you want.