We have a great house on Holden Beach, NC (OBX) that we rented last summer - it was a long drive (one day up, two days back), but there are MANY that are only $1k/wk. The one we rented, Surf Song, is right across the street from the beach and has its own private access. It was THE most relaxing vacation (with children) I've ever had! Our favorite place is Estes Park, CO, but that's really difficult to enjoy with small children.
Holden Beach is a private, residential ONLY, island. It is VERY family oriented, which is why we chose it. No drunk, naked college students. Mostly return families who rent several weeks (the fact that we were only there a week surprised everyone we struck up friendships with) but they're all very friendly, very good folk. There's a family that makes AMAZING sand sculptures, and gorgeous shells everywhere. There's even a turtle rescue operation on the island that lets you (or your children) help birth the baby turtles and lead them to the ocean. At night alot of families go down to the beach and go crabbing. Everyone releases the crabs they catch from what I could see tho! It is a WONDERFUL place for families if you're considering a beach vacation.
And like I said, houses start at $1k/wk and go up to .....$10k/wk i think? so there's something for everyone. The smallest houses are 3 bedrooms/2 baths from my understanding (thats what we had - 1300 sq ft - tiny in comparison to what's on the island) and get huge, so you could take your entire family for one house if you wanted.... or stay with two or three familes in one house to split the cost. We stayed on the dunes, like i said - across teh street from the beach.
If you go, definitely get a house with private beach access tho. Our rental company was brunswicklandrealty.com, but there's many more realty companies including the family that owns the island:
hobbsrealty.com
holdenbeachrealestate.com
beachrealtyhb.com
holden-beach.com
coastalvacationresorts.com
If you want more choices, just google holden beach realty! Also, you will want to reserve at least two beach chairs, a wagon or cart, and an umbrella from one of the local merchants: Beachfunrentals.com or boomersrentals.com. I would highly suggest also renting bed linens, towels, things that will take up a bunch of space in packing. Our house came equipped with laundry detergent and dryer sheets, towels, washcloths, plastic bags, hand soap.....a bunch of stuff that the rental company said we needed but ended up not. Of course we bought it on sale and brought it knowing the local food lion would charge an arma dn a leg for everything (they do) but now I would just take the extra cash and not worry about packing that stuff.
If you decide on holden beach, hurry! IT fills up fast and returning families get preference! There's also a list of area attractions (not including myrtle beach an hour away) HERE: http://brunswicklandrealty.com/locallinks.cfm
Good luck! And if you decide on holden beach, I KNOW you will love it!