To be honest with you, I can't think of anywhere around the lake (on the Roanoke side) where you can really go wheeling. It's been a few years since I've been there, but for many years now, development has really taken over and all 500 miles of shoreline are taken up with big 'ol houses, etc...
Have a good time though. Great lake. I spent most of my summers there as a teenager...good times, good times.