we have a small place down at the beach, and probably the two best places we have found are fat tuna grill and the cottage cafe. Fat tuna is over on route 26 (if i remember right), by the Food Lion and i think the Giant supermarket. A bit pricey though. The cottage cafe is great and is on route 1, in the south bethany area, before fenwick. it is on the right hand side while heading south, a couple miles past bethany boardwalk. Try em and let me know what you think!
+1 for cottage cafe and if you don't mind the trek to Ocean City try Coins. In the offseason and the beginning and end of summer they have half price nights on Tues, Thurs, and Sunday. They also have a really good happy hour year round.
Dogfish Head Brewery and Eats is my favorite stop at the Delaware Beaches. Great food, great beer and a nice atmosphere. They also have live entertainment pretty regularly too. I would definitely hit this up.