Cave Point County Park is located adjacent to Whitefish Bay State Park in Door County, WI. Whitefish Bay State Park boasts a very large sandy swimming beach, and also an entrance and usage fee. On the other hand, Cave Point County Park is free and, in my opinion, much more of an interesting sight to see. You can walk along the rocky shelf for as far as you want to go. You can sit along the lakeshore and listen to the waves gently push to the rock ledge. Many people like to pass the time by building stacked rock formations.