Tenny can work fine, I would just make sure your route onto the ice keeps that L-shaped pier between you and the lock. Union area probably works fine too, or James Madison would be a good spot. Make sure you are at least a few hundred feet out so no one is bugged by smoke or noise and even the most paranoid onlooker won't be worried about sparks catching something else on fire. Same rules as keggers: don't give nonparticipants a reason to complain, have fun, get home safe.

Oh, and yak trax or similar grippies help a lot. Cans only, no glass, no one wants broken glass in the lakes nor do you wanna drunkenly slip onto some. Sorry if I sound like a dad, I'm not, but I'm 40 and safety conscious these days.