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.

Bradford Beach offers half-mile long beach and sand break working on NE and SE winds.

McKinley Beach - sandbar and beach breaks on S, SE and E winds. Parking at McKinley Park .

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

Grant Park in South Milwaukee, WI. 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 rich 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.

North Avenue Beach - busy sandy beach off downtown.

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.
Beachpoint Promenade (Frenchman's Bay West Lighthouse) 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.
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).

Wasaga Beach, ON , is very popular and crowded during Summer time and a well-known kiting and wind-surfing spot. You may see not much surfable waves from the shore as the beach is quite shallow for quite far. But Area 5 and Area 6 are known to have good waves past the last sandbar (thanks Amani!).

Hamilton, ON has a well-established surf spot on the North side of Burlington/Hamilton lifting bridge (aka The Bridge) works on E, NE winds. Unfortunately the forecast needs to be cut in half for North winds. There are good amenities (change room, shower) on Burlington side (Burlington Beachway Park) side, the sandbar on Burlington side is good for bodyboarding. See videos on how surfing at Hamilton, ON can look like in May, August, September.

Fifty Point with Kelson Beach is south of Hamilton (towards Grimsby). The sandbar works well on North, East, North East winds, conditions match nicely with Grimsby Buoy readings. If you go through conservation area gates, you'll have to pay 10 CAD. Gate hours are 7 a.m. to sunset.

I've read about numerous sandbars and shore breaks on Van Wagners beach working on E, NE had not surf there being happy with the sandy beach at the Bridge.

Web cam at Fifty Point Yacht Club is handy to eyeball current surf conditions and approximate it to all mentioned beaches. On West and South winds all spots around Hamilton are flat, so and if you see a non-zero forecast - you may ignore it.