Re: The 2011 Great Adventure to Lake Ontario - 1000 islands!!
As a resident of this area, the primary winds during the summer come from the west/south west across the lake. Its a fluke day to get an easterly wind so trying to plan for a day where your going to get an east wind is quite hard. In the fall (september-october) an East wind is more likely. She's not a forgiving lake and like others have said, the winds can kick up out of nowhere and there really isn't a place to take shelter once you get out there. I'm on the protected west end of Chaumont Bay which is the last big bay in NY towards the Canadian border. Also with that route you have highlighted, there are very few places to refuel if you need to until you get into the St. Lawrence Seaway in Cape Vincent or in Mud Bay at Martin's Marina. Sacketts Harbor/Henderson Bay will have fuel, but there really isn't another Marina or fuel up station till those.
Another safer suggestion might be to launch at Long Point state park which still requires you to venture a good ways out onto the lake but offers some island protection of the weather turns bad.
As for Oswego, The Best Western (Captains Quarters) is a nice hotel with a place to dock your boat. The resturant inside is quite nice as well, my best friend had his wedding after party there last summer.
As far as places to see...
Alexandria Bay, is quite the social spot during the summer. A-Bay is a crazy party place during Pirates weekend, not soo much a family thing with younger kids as some people can get raunchy. Kingston Ontario is just a puddle jump around Wolff Island, plenty of docking space. Can't remember the hotel name, but on Marine Channel 68 IIRC the Marina goes by Confederation Basin. There are quite a few neat things to see there and good Micro brewerys. Plenty of little stores along Princess Street. Wellesley Island has a nice state park to camp, its not very remote and will have other people. Right before you enter the St. Lawrence Seaway there is a nice stream washed stone/white sand beach in Wilson Bay. The sand goes at least 200yrd out into the water, lots of ppl Anchor here throughout the summer. Clayton NY, is a small town feel and some local shopping stores to see and some good Art Gallerys.
Besides that, I haven't gone much further up in a boat. However I hear going all the way up through the Rideau Canal into Ottawa is very pleasant.
If you have any regional questions, feel free to PM me and I'll help out as much as I can.