Pardes has some great suggestions! I love Fort Delaware and Pea Patch Island! I'll just toss out a couple more of my own....

Cape Henlopen is a beautiful state park. I actually got to live there for a couple of summers (in the park!) as a lowly intern at the college down the road.

If you go, check out the remnants of the WWII-era naval installation (Fort Miles)....the bunkers, the observation towers, and the "T-Building" at Herring Point. Herring Point used to be the "secret" beach that only the fishermen and locals knew about. Not sure if that's true anymore....

Lewes itself is a beautiful little town, perfect for strolling. It's a much quieter town than Rehoboth Beach, and more to my liking. Alas, it's been about 8 years since I lived there, so I don't know any of the shops or restaurants anymore.

A word of caution: please be exceedingly careful on Route 1, especially between Lewes and Bethany Beach. It's very heavily traveled by cars and some brave cyclists, but there are several reports each summer of cyclists and pedestrians getting hurt or killed there. I don't mean to alarm you, just looking out for you. Oh, and all of the municipalities love to run speed traps on their sections of Route 1...when they say 35 mph in Dewey Beach, they really do mean it

Have a great trip!