It really depends on what you want to do. The Cape is loaded with fantastic places to visit If you want to sail, check out Pleasant Bay and also Cotuit Bay. Both are serene and picturesque.
If you want to enjoy pro level baseball, but don't want to spend a lot of money, check out a Cape Cod Leauge game in any of 12 towns across the Cape. The games are free to all and feature the best baseball prospects in the country. I personally enjoy the Cotuit Kettleers.