I just got back from a trip to Cape Cod. We stayed in Brewster, right
next door to Chatham, which is a great town with lots of fun shops. I
recommend eating at Vining's Bistro. It was one of my favorite dining
experiences. They serve an EXCELLENT warm lobster taco appetizer.
We've also eaten at Chatam's Squire, which has more of a pub feel. We
went to Provincetown to go whale watching, which was a great
experience. I think you might be able to do some whale watching (try
the macmillan wharf in Provincetown), since some places may stay open
until November, but I'm not positive. Even if you can't go whale
watching, I recommend a visit to Provincetown. It's a great town with
a character all it's own. When we were at the Cape we basically ate a
lot of fresh seafood and spent a lot of time relaxing. If you're into
biking/hiking, you could try the Nickerson State Park in Brewster. If
you get a chance, a trip to Hyannis would be another option. We saw
JFK's memorial there.