Hey Dave
There's plenty of stuff to do on the outer banks, just not that much in Rodanthe. There is plenty of kite boarding if they do that sort of thing. Im too old and fat for that stuff, so I seem to forget about it. You be staying right beside Kitty Hawk Kite. That where all the folks go to launch those things.
Most of all the "tourist" stuff is up on Bodie Island around Nags Head and Kitty Hawk. There's plenty of stuff to see and do there.
Wild Horse tours
Wright Bros museum
Jockey Ridge
There's 4 light houses on the islands to see:
Currituck and Bodie is north of Rodanthe. Hatteras is south. There's also one on Ocracke.
Hatteras village is about 1 hour south. You can go there and watch the charter boats come in with their catches. If you want to charter a fishing trip it is much cheaper down in Hatteras than up north. A nice 1/2 day trip of inshore fishing would be excellent for kids. I can give you the name of a guide if you like.
From hatteras you can catch a ferry over to Ocracoke and see the island where Blackbeard lived. If you should happen to find yourself on Ocracoke, I strongly suggest hiring someone to take you over to Portsmouth Island. It's a deserted island and you can go there and have a mile of beach all to yourself. Just make sure you take plenty of big spray. I can give you a name for this too. Also be aware Ocracokers speak their own brogue and are sometimes hard to understand.
If you need groceries, the closest food store is in Avon. It's a Foodlion about 1/2 hour south of Rodanthe. Everyone that works there speaks French. I never have figured that one out.
Also do me a favor while in Rodante. Ride by the pier and tell it I love it and miss it and I can't wait to see it again.