I've had either the fortune or misfortune to spend nearly every summer vacation for the last 17 years on Cape Cod, not because I like it, but because my mother-in-law rents a house in Eastham and expects all her kids and grandkids to make the pilgrimage. Yeah, make all the jokes you want. I've heard every one: "second prize is two weeks with your mother-in-law", etc, etc etc. Fuck it.
So, from experience, I can offer the following possibly useful advice:
1) PB Boulangerie in Wellfleet/Falmouth. Hey, what-the-fuck is a very good boulangerie doing on the way to the beach? Good coffee, good - no, great! - pastries, very good sandwiches. Haven't tried their salads, soups and dinner menu, but I would give it a shot.
2) Abba in Orleans is good, solid, upper-middle food with an unexpectedly interesting wine list: Brundlmayer, Schroeck, JJ Prum, Alzinger, Boxler and lots more. The whites are better than the reds. Service is accomplished without being fawning.
3) There are some farm stands around on Rte 6. Buy fresh corn!
4) Don't expect to find any decent wine stores on the outer Cape. Can't comment about Hyannis or Falmouth, though it would surprise me if there is anything decent. Buy beer or stick with generic plonk.
5) Emacs & Bolio in Orleans is great ice cream. There are other ice cream places, but this is the best by far.
6) There is a Safeway in Orleans with decent produce and other supplies. If you don't have a car, get one!
7) Provincetown is less "honky-tonk" than it used to be. My wife and I have some friends who run the Ernden gallery. Small, but interesting. That side of the Commercial Street is quieter and has better shopping, galleries and food.
8) Whale or seal watching is worth doing. Whale watching trips go out of Provincetown; seal watching out of Chatham. Oh, and the seals are the reason all the great white sharks have returned to the waters around the Cape.
9) The beaches are quite beautiful. I like Race Point at Provincetown. You can rent bikes and ride out there. I also like Coast Guard Beach in Eastham. Do remember that the water is cold (58 degrees) and there can be, in Boston parlance, a "wicked undertow." I think all the life guards are gone after Labor Day, so watch where you swim. Oh, and given the great white sharks, stick close to shore.
10) The rail-trail is a good, reasonably flat ride through most of the outer Cape. You will pass lots of parks and beaches, mostly on the Bay side.
11) There is a chocolate place in Orleans -- the Hot Chocolate Sparrow, with decent chocolates, coffee, and hot chocolate. Good place for a pee-break if you're biking along the rail-trail.
12) If you want to swim in warmer, less challenging waters, there are lots of kettle-ponds (depressions left by the retreating ice sheets that filled with water). Some are privately owned and have no public access, but a few do allow public swimming. In the summer, they are usually filled with lots of kids, families, kayakers, etc.
Enough. Enjoy. Stay warm.