What's directly across the lake?

Google Maps to the rescue

Added 2006-05-08

It's Niagara-On-The-Lake. From the frisbee golf course on the Beach, St. Catharines is to the right, and Rochester is over the horizon, way off to the left by a good 45° or more (see dotted line on last map, which shows the route of the now defunct Toronto-Rochester ferry, which will soon be crossing the English Channel instead).