The campground at Ridgway is nice, but I'm sure this weekend you won't be able to find a place to even stand. Ditto the river below the dam.
One place that might not be covered up in people is the upper Middle Fork of the South Platte above Fairplay, and you might find a camping spot at Middle Fork Campground at Fairplay. Arkansas has many drive up accesses, even right in town at Buena Vista. It will be busy, though as will most places I can think of on Mem. day.
Sorry, missed the lake part. Somebody else will chime in about that