There are plenty of surf spots at and near Grand Marais, state Michigan , so check around. These known for sure:

Grand Marais Beach  between Woodland Park Campground and North Shore Lodge. Sandbar and Breakwall work best on NW and NE.

Grand Sable Dunes : Sandy beach sand bar works best on NE, N, strong NW.

City of Sandusky, Ohio , USA has surf spots on Cedar Point down to Nickel Plate Beach close to Huron, OH. Looks like Sheldon Marsh State Nature Preserve and small beach at Bay Point Marina & Resort might work too. The spots are supposed to work on strong NE winds.

Milwaukee, WI  is not just breweries and home of Harley-Davidson. Milwaukee does have versatile surf spots right in the city and in its immediate suburbs. Definitely worth checking out for surfing, bodyboarding, kiting, windsurfing on lake Michigan. See Milwaukee North shore u-control web cam by LakefrontCam.com.

Bradford Beach offers half-mile long beach and sand break working on NE and SE winds. See u-control web cam by LakefrontCam.com.

McKinley Beach - sandbar and beach breaks on S, SE and E winds. Parking at McKinley Park . Can be seen from Milwaukee North shore u-control web cam by LakeFrontcam.com.

Big Bay park at Whitefish Bay is known for reliable sandbar break. Waves build on SE, NE and N.

Grant Park in Cudahy . Sandbar. Works on N, NE and strong S, SE winds.

If you don't mind driving 1 hour North, check out Sheboygan, WI. If no waves at all, try their FlowRider wave machine in Blue Harbor Resort's Breaker Bay indoor waterpark.

The Windy City is reach of surfspots. Word of caution - you may be ticketed for surfing here. As of 2012, only four Chicago beaches are officially open for surfing:

Kathy Osterman Beach - nice sandy beach should work on N, NE winds.

Montrose Beach - half-mile sand beach with breakwall. Works on NE, N, NW. Montrose Beach is the most popular windsurfing location in Chicago.

Rainbow Beach shallow sand beach with offshore breakwall. Works on NE, N and NW.

57th Street Beach - may work on E, NE, SE.

Surfing the Great Lakes book mentions Huronview Park which should work on N, NW winds. But I did not find such place on the map. I would think of Canatara Beach as the most perspective surf spot in Sarnia, ON, which could work on North winds.

Pickering, ON on lake Ontario's central part of Canadian shore has at least 2 surf spots:

Rouge Park beach near river outlet, with sandbar and shore break, works on SW, SE winds.
Frenchman's Bay and Beachfront Park works on strong SE, E winds.

Gavin's web cam is helpful assessing surf conditions for Toronto too.

Sauble Beach on Canadian shore of lake Huron is a great town for a vacation with nice shops and eateries on Main St. and bunch of cottages here and there. It offers great, long, sandy beach which works best on NW, SW winds. The water is refreshing even in Summer, but still, a very good surf spot. If you have issues with parking, go little bit South to Saugeen Nation beach. For current conditions see surf cam.

There more than one surf spot in Port Colborne, ON area going off on SW winds, and one of them is especially Pleasant. :-) Word of caution though: Please respect private property!!! Here is a sneak peek on how surfing may look like on lake Erie in the Summer, in the Fall, in the Winter.
Nickel Beach provides rolling shore break.
Wyldewood Beach - ideal for shortboarding.

The Grand Bend's city beach is good on its own, but it maybe worth checking the Pinery's South beach as well (even though the Pinery is a provincial park with paid access).