Lake Vesuvius is the recreational area for the Wayne National Forest. It's a large, 143 acre lake encircled by over 25 miles of hiking trails. Camping, picnicking, or fishing are available. I've only visited it in the Winter and there were not many visitors. No access fee.
Most of the climbing is along the lake shore about 50 feet from the water. There are lots of trees to block the wind. Most of the routes are shaded. The rock quality varies in the park, but there are at least a dozen established routes that are clean and have good quality rock. Several routes are bolted with two bolt anchors at the top. If you have enough rope/webbing you can top rope on all the routes. They are at most 35 to 40 feet tall.
The nearest town is Ironton, so look that up and follow these directions from there: Take exit 93 from Highway 52 and head north on OH-93. After 5.8 miles you'll see a sign for Lake Vesuvius Rec. Area. You'll take a right within 100 yards of the sign onto paddle creek road. That will take you straight into the park. going into the park the road forks. Most (if not all) of the climbing is to the right. You can park next right at the base of the huge hill that is the dam.