Camp out Friday and Saturday night (or just Sat if you want to drive out Sat morning). Some of us have already booked campsites at Riverside Campground right inside 11-mile Canyon. It was one of the few CGs with space so be quick to book for yourself. Looks like you can get more than 1 tent per site. (Details on how to book will be posted later). There are plenty of sport and trad routes from 5.5 up as well as lots of bouldering spots.
There is also good fly fishing along the South Platte.
A few of us have reservations at the River Side camping area off of 96. If you plan to stay at one of the pay sites, make your reservations quickly as they are going fast. http://www.reserveamerica.com/campgroundSearch.do
There are also free areas near by. See the comment from Simon for more details.
BETA: Lake George is where you are heading, on Highway 24, 43 miles west of Colorado Springs. Turn left into Lake George and thru it on H 96 and come to 11-mile Canyon, entry kiosk. Riverside Campground is on the left in half-mile or so from kiosk.
Groceries: Starkies back on H24 east of L George. Even better but much further are stores in Divide............and, of course, C Springs.
Restaurants: Not a lot. BBQ place in L George!