There are plenty of good anchorages in the Thousand Islands, but the better ones can get crowded in the summer months. Dock space on the Islands is hard to come by but if you want one, get going to the next Island after breakfast and be prepared to circle around for an hour or so. Powerboats have the advantage! Generally, if you don't get dock space by 2pm, you'll be anchoring. You'll most likely need reservations at marinas from Kingston onwards.
The "Ports" magazine is pretty much the bible for cruising in this area and is worth it just for the coupons alone:
http://www.portsbooks.com/
And this is a really excellent website with plenty of information to get you going:
http://www.cruising.ca/