L.R.
I had written a long response and computer ate it!
Williamsburg and Jamestown are great but the long trip to get there from the OBX, and the fact that each requires at the very least one full day to see and do things -- well, I would save them for another trip.
The older kids and adults may love the lighthouses. OBX has some of the world's tallest and most significant lights. Great for climbing and views, but not for little ones to climb (and the youngest could not be carried up--not allowed). But truly they are "musts" if you want the real OBX. You are staying closest to Currituck light, and Bodie Island light is not far south of you. The big daddy of all lighthouses, the Cape Hatteras light, is farther south but worth the trip if the older kids want to say they climbed the tallest brick lighthouse in the world!
Also go to Roanoke Island (very close, just over the causeway from the banks). Manteo is the main town. Go to Roanoke Island Festival Park for the lovely recreated ship based on the one that brought the first English settlers to the New World (yes! Before Jamestown and certainly way before Plymouth!). The settlers' mysterious disappearance is a huge part of OBX history and should interest any history-loving or mystery-loving teen or adult. Go to roanokeisland.com for more about what's on offer. And the town of Manteo has restaurants and boutiques as well.
Jockey's Ridge is the tallest sand dune on the East Coast and very dramatic to walk along or a great place to fly kites. Be sure to bring kites for the beaches!
There is a wonderful state park just south of Nags Head, on the ocean side, and roughly across from Bodie Island lighthouse. THis park has changing rooms, outdoor showers to get the sand off, etc. but you feel so isolated once you're on the beach. Nice change from the more crowded beaches north of it, and really very close.
Enjoy!