On the days when the weather didn't cooperate for beach time, we went to Broadway at the Beach, a shopping center/attraction a few miles inland. There are specialty shops, restaurants, and attractions for families. There's an IMAX theatre, traditional movie theatre, WonderWorks (children's museum), mini-golf and MagiQuest (a sort of walk through video game). The attractions themselves can be pricey, but there's no charge just to walk through and window shop.
We ate lots of seafood, walked on the beach, built sand castles and had as much fun as we could stand at Broadway at the Beach. So, it was a nice vacation. Really. But I am so glad to be home.