Which lake? One of the Great Lakes?
If so, I take my girls down to the beach (Lake Erie) all the time, but I use common sense and stick to areas that don't have stagnant water, that don't look particularly dirty, that aren't near river inlets or run off drains.
Dogs can pick up some intestinal parasites such as Giardia and Coccidia. Both cause loose stool can be treated with short runs of medication. Some will argue that once contracted, Coccidia can be very hard to remove from your soil, but if you live near a large body of water, chances are that this parasite is already well present in your soil.
Lepto is really only a concern in areas in which wildlife has had the opportunity to urinate and defecate in concentration (think puddles of standing water). This is not to say that these things cannot be contracted from larger bodies of non standing water, but I'm much less concerned about these things in a body of water the size of Lake Erie.
Honestly, my personal view is that we're talking about dogs -- animals that would otherwise obtain their hydration from these same exact bodies of water had they lived in the wild. My girls love to run on the beach, so I let them, but again, I use a bit of common sense when doing so.
Again, this is all just MO and each has to do what is within their own personal comfort level.
