From the Port Washington Centennial 1835-1935 Program, on page five, under historical highlights of "old" Port Washington can be found the following:
"One of the first lake boats ever built in this city was the E.R. Blake. The Blakes of pier fame built it. The keel was laid right on the beach. Timbers and planks were whipsawed out of solid oak. After the launching, the "Blake" carried grain to Great Lakes ports."
From the web site located at http://linkstothepast.com/marine/captainsMi.html
, we know the E.R. Blake was built in 1868, and later purchased by Halvor Michelson, a leading vessel owner and prosperous businessman of Chicago. From the same site we also know the Blake burned in Lake Huron on March 12, 1905.
From this, I would conclude that Blake's Pier was located in Port Washington and wasn't so much a seperate place as a place within the city - on the Lake Michigan shoreline from which commerce commenced.
Perhaps the folks at the Port Washington Historical Society could tell you more.