Vegas:
We've had our boat on Lake Lanier for since 2003, and I've sailed on the lake on other boats since the late 70s.
Its main attraction is being the largest lake close to the northern suburbs of Atlanta, which makes it one of the most heavily used Army Corps of Engineers lakes in the country. The sailing area for a boat your size is from Buford Dam at the south end up to Brown's Bridge, about 12 miles as you follow the bends in the lake, with many side channels and some islands. The water is up to about 145 ft deep, although the depth does up and down with the droughts and the COE policies on releasing water for downstream purposes. Right now we're down about 5.5 ft, and it's been fairly consistent this summer. The slopes under water from the shoreline are mostly steep so you can get fairly close to shore in most places, and only have to watch out for a few (usually marked) shallow spots as the lake goes down.
For marinas for a 37 ft sailboat I recommend you look at Holiday, Aqualand (where we are) and Sunrise Cove. These are very large marinas with floating docks, suggest you use Google Maps satellite view to get an overview. The first two are dominated by power boats (lots of big houseboats that just sit there) while Sunrise Cove is maybe 75% sailboats, but is also the furthest north. There is a Oceanis 370 sitting next to us in a 40x15 slip at Aqualand, which runs about $3300/yr plus electricity, but prices are similar at all three of these marinas, and you have to call them to see what slips they have available. Aqualand also has a self service boat yard with 25T travel lift and some good contractors if you want to hire work out.
There is also a private yacht club (pricey) near Holiday and a racing oriented club with a smallish marina north of Aqualand.
Sailing is year round if you dress right, and the best winds are spring and fall. There are summer thunderstorms to watch for, but you can see them coming and take appropriate action.
Let me know if you have more questions, and give me a ring if you come up this winter, maybe we can go for a sail.