I realize I'm late to answer, but for the benefit of the future...
The eastern coast is fairly shallow, rocky and exposed to the larger lake. On the other coast of the peninsula, there are numerous protected harbors, and even some semi safe places to anchor. Horseshoe Island, just west of Ephraim may be the best protected anchorage, and Nicolet Bay at Peninsula State Park isn't too bad either.
Egg Harbor, Fish Creek, Ephraim, Sister Bay, Ellison Bay and Gills Rock (going south to north) all have marinas, and I think all have some transient slips (call ahead).
Be sure to call ahead at Egg Harbor as they are going through a major rebuild bginning this fall. I am not sure they are even open this season. Call ahead.
From the web page..http://www.villageofeggharbor.org/
CONTRACTOR BID AWARDED TO BEGIN MARINA CONSTRUCTION
On Wednesday, August 5, the Board of Trustees for the Village of Egg Harbor awarded the Marina Phase I construction bid to Luhr Bros. of Columbia, IL. This is a $4,572,068 award for the stone work in the new marina. Luhr Bros. is the contractor recommended by JJR LLC, the engineers on the Village Marina; all bidders were thoroughly vetted by JJR after bids were received and a construction bond is required by Luhr Bros. "With the passage of the marina referendum last week, we wanted to move quickly to salvage as much of the 2009 building season as possible," said Village President Nancy Fisher. "Luhr Bros. will begin mobilizing their equipment immediately." Changes to the marina layout have been submitted to the WI DNR with permit amendment approval expected by the end of August. Luhr Bros. requires approximately four weeks to mobilize men and equipment with construction anticipated to begin in early September. Stone placement for the rubble mound structure should be completed by November with the exception of the top row of stone along the concrete walkway. After the stone breakwater is installed, a six-month period is necessary to allow settlement and stabilization prior to pouring the concrete pedestrian walkway. Advertisements for Phase II bids of the project will be published next week. Phase II is the floating dock system, and the bid award will take place in September. Actual placement of the floating docks is set for spring 2010. The new marina has a target opening date of Memorial Day, 2010.