I always seemed to do well catching bluegill at KY Dam Marina, near the boat ramp, or off the bank near pier 5. There's several things sunken in the water not far off the shore that attracts them.
Another place is the paddleboat area at the beach by the dam. There's a riprap walkway to try, and all around in that little bay is pretty fair. Not many try the main lake bank on the beach side, but the peagravel bank there usually holds good numbers around it.
If you're up for it, the catfish spawn is on right now! You can catch channel cats in about 3 or 4 ft of water around riprap banks. I went this past Sunday for about an hour or two and caught 13. The biggest was 6.5 lbs. Probably your best shot for this kind of fishing is directly on the dam. Just park in either of the turnaround areas on the dam, and walk down the riprap to the water. Just fish with a bobber and about 3' or 4' deep with small minnows or crickets. The channel cats are in schools, moving up and down the banks gorging themselves on anything they can find. You may have a dry spell for an hour, maybe two, but then all of a sudden they'll move in on you and you'll catch them one right after another!!!