The Community National Bank in Midland (TX) publishes their current CDARS rates weekly.
Go to their CDARS page and click on the "CDARS Rates" link to d/l a pdf of their current interest rates of all they offer. (none of which even begin to match those of online jumbo CDs from companies like AmEx, Discover, etc.)
TIAA Bank has higher interest rates, but they also have an upper limit to the amount that can be deposited.
ICS - Insured Cash Sweep could be another option.
You might find this interesting: 6 ways to insure excess deposits The Depositors Insurance Fund in Massachusetts could be an appealing option to a lottery winner wanting to stay fairly liquid and out of riskier investments, I think.
For "smaller amounts" of cash, I like the idea of a CD ladder and you can use Bankrate.com's calculator and devise one that suits your needs. Of course, that would necessitate using five or more banks for each million* but after five yrs., you could have a steady yearly income...nothing HUGE, but steady. A nice emergency fund, I'd think.
*That's to totally protect ea. individual acct. by not going over the $250k FDIC insured amount; you would need to allow some leeway under that to allow for interest earned. As I mentioned above, online accounts pay more interest and would be much more convenient than driving around to whatever number of banks you would need for whatever sum you wished to use to create your CD ladder.
There's always the First Bank of Serta; it pays zero interest and inflation (or mice) would nibble away at the principal, but at least you'd know it would be safe and give you time to literally sleep on what you want to do with all that cash.
Unless you smoke in bed, of course.