We always bring night lights as it's really dark if you get up during the night in the Villas. There is this killer hope chest in the master bedroom that has managed to get in our way more times than not!
Also, a good non-stick frying pan to the scrambled eggs don't stick to the bottom.
When we drive, we bring the crockpot as it's easy to use to make dinner while sitting at the beach.
Other than that, we've always found everything in the villa to meet our needs.
Our kids love to crab fish off the pier at the resort. One year, my DS caught a diamond backed turtle. It was a really cool experience.
The beach is nice with miles and miles of walking surface at low tide. We always make it a point to head over there at night to attempt to fly a kite. I never thought of putting a glow stick on it. I'll have to remember that. Thanks!
We've done dolphin tours, beach combing and shark fishing. All have been arranged through the resort and have been very positive experiences. I don't think you could go wrong doing any one or all of them.
We've done some of the activities arranged through the resort. We once took a walking tour over at Pickney Island which was really neat. We learned about the birds in the area as well as saw an alligator in one of the ponds. If you go, just watch out for the red ant hills.
We love Hilton Head and are coming up on our 5th summer trip this year. As my DS says, it's our place to go, kick back and relax. I hope you have a great trip!