I have been to Nantucket (in October, when the tourist traffic has eased off and the weather is beautiful) and agree that it is well worth a visit. Chincoteague in October is nice, too.
My favorite, though, is Key West, which I just left 2 weeks ago. I cried all the way to Big Pine Key! I don't do the Duval Street scene but love the beach at Fort Zach, looking for birds on the road to Little Hamaca Park behind the airport and bicycling everywhere.