Cool! We spent a full day in Plymouth last summer and we all loved it. Very educational for the kids. My mom is into geneology and had traced back my wife's family and mine, so our kids knew which 4 or 5 pilgrims were their ancestors on each side. They looked at everything they saw that day through that lens, and helped them really imagine what it would be like to live back then.
Check our
picassa pictures if you like. Around 30 pictures there. At the end is a low res video of Pilgrim's Progress, which is a parade they do on some schedule like once a month or something. We just happened to be there one of the days they were doing it. People dressed as specific pilgrims parade silently behind a drummer up from the Mayflower area to Burial Hill, where they do a few readings from the bible in the old cemetery. Then they march back down. It was pretty cool.
I don't know a lot about Cape Cod. I've been there before, but was always just staying at friends beach houses and didn't venture out much. It's your typical beach community, but with older houses than you will find in NC.