You ever check out Dale Hollow or Lake Cumberland? Those are some pretty ones as well.
What it really boils down to is your budget and what your idea of a "cabin" is.
Usually the more remote the area and farther from civilization/jobs, the cheaper the price. Some of the places on the south end of KY Lake down around the Hamlin area kind of fall into this category, as well as the south end of Barkley Lake down around Linton. You kind of pay a premium for a spot on the northern end of these lakes simply due to the proximity of I-24 and I-69 and all the associated conveniences of gas station, hotels, restaurants, grocery stores, etc.