yes, jockeys ridge is wonderful, just be warned, theres a bit of a walk to the dunes from the parking lot, and theres a lot of running that will wear lil ones out, you might have to carry them back. heh..
check out happy hours and the coupon books, we ate fairly cheap all week

theres a lil restaurant on beach road, behind longboards at (i think) mile post 6. they have a great happy hour speacial, .10 shrimp and .25 wings.
drive down to hatteres, the light house and museum is really cool, check out the video on how they moved it and all that jazz.
other than that, dont avoid the water just because of jellies(the lil clear ones, im not talking about man o wars or anything), there will probably be a lot (there have been every time ive been to OBX) they dont really hurt, just make you kinda itchy