Millenium Park, Boston
My friend told me about this awesome park in West Roxbury. It has picnic areas, a playground, a lake, and a place for Rover to run off leash with friends. It's open and lovely and it's hard to believe you are in the city.
I also frequent millenium park and really love it, but be careful with the weather, if it's a windy day, or a little crisp, it'll be colder there b/c it's up high and is not blocked by trees. Otherwise, great to rollerblade too!
Millenium PArk IS great, but there is definitely not a lake there. It borders the Charles River and there is a canoe launch in the park, but other than that and the pretty view, you cannot swim or anything like that in the water.