McCargoe is one of the most beautiful campgrounds on the island. I have heard that it can get busy due to the dock, but when I stayed there it was quite peaceful and solitary. A loon was swimming in the cove and we came across a cow moose just south on the trail.
Not my favorite campground on Isle Royale due to its size and popularity. There's a good chance you won't get your first-choice site, you can end up quite far from a water source, and some open meadow can make you feel closer to other groups. Still beautiful, has fire rings, has a shelter/pavilion, just not as secluded as others.
Three Mile may be one of the closest campgrounds to Rock Harbor, but it's actually more secluded as Daisy Farm seems to be the more popular destination for the first night. Try to get a spot next to the lake, but if you don't, the shelters in the woods are also great. Either way, spend some time sitting on the rocks and soaking your feet in the cold Lake Superior water.