Lake Geneva is a wonderful location to photograph.  The scenes around the pier are a given location for a photo session, but if you want around the town near where the pier is, there are so many vintage locations to get some gorgeous shots against interesting backdrops.

A river flows into the lake near the pier, and it's a pretty calm river in which it's quite easy and safe to venture into the river for shots.

There is also the beach that runs next to the pier.