When I lived out there I would fish from the docks at Farm Island or LaFrambois Island. Every once in a while I would drive up to the dam and fish right in front of the face, it seemd like if they were releasing water it was a little better. Also, I would go a little further down from the dam and fish off the rocks where there is a boat ramp. If you go on the Fort Pierre side drive on roads as close as you can to the river and you will find some access areas where you can walk along the shoreline casting. I never tried it but had heard about casting where the bad river comes into the the lake. You can always drive up to the different creeks, spring, cow, okoboji or peoria flats and corp bay and try fishing from shore also, that's what we always did for northerns anyways.
As for baits, it always depends on the time of the year but grab a little tackel box and fill it with a handful of 1/4oz and 1/8oz jigs, assorted colors, a few crappie rigs, some husky jerks or countdowns and maybe some original shad raps. This would cover about any kind of fishing conditions you might encounter and it is still easy to carry. Also get a 5 gallon bucket with a minnow bucket that fits inside and your set.
If you have questions go to the gas station across the street from Kum and Go near the Ramkota where they sell bait. I remeber people always stopping there asking questions or talking about where they were going. Another great place to ask questions is that grocery store/sporting store next to the Federal building. They will point you in the right direction.
Smarty made a good point, just start driving. That's what I did. Just try to stay as close to the river as you can and you will find something.
Good luck. Enjoy that area, it is one of kind.
