Cape Henlopen is wonderful and really, really large. Bring the bicycles, helmets are required. We love it here, there is so much to do. There are miles upon miles of walking and biking trails. There are nice play facilities for kids, loads of water and beach access. Great fishing, with a large open pier complete with well stocked, well informed and reasonably priced tackle shop on the pier. Nice bathroom facilities available there as well.
There is a fantastic nature center (FREE) complete with touch tanks and knowledgeable park staff. Free bike rentals are available, some with baby seats and trailers. As a former military installation, there are lots of military historical items and sites. Underground bunkers and batteries and such. There's a wonderful observation tower built on top of one of these that affords beautiful 360 degree views and photo opportunities. There are also old observation towers, one of which you can climb to the top of.
Lots and lots of wildlife and nature photography to be had here.
Campsites can be a bit tight, and the measurements online are real. Fire rings and picnic tables are available on sites. There's a camp store as well. We've stayed both on sites and in one of the really nice cabins. The cabins are great for families, but do not allow pets.