Originally Posted by slabat
There is a KOA in Shakopee as well that is nice, you can also find a county park on lake independence that is on the west side that is a nice campground as well
I'm not sure about a park on the West side of the lake, but Baker Park is on the SE side of Lake Independence and part of the 3-Rivers Park District mentioned in the post about Carver Park.
For the OP, do you have a particular focus for what you want to do with your time in the area? If you're looking to camp but then head into downtown Minneapolis on a weekday (The MIA, Walker, and Sculpture Gardens are free, the Mill City Museum is surprisingly interesting, the Twins stink but it's a nice stadium to watch a game) I think Baker is about the most convenient. If you'll have at least 2 people in your vehicle you can take the HOV lane most of the way in.
If you were looking at spending time at the Mall of America or in Saint Paul the places to the South or East side of the Cities might make more sense.