One of the unique things of this area is the architecture. The New England style of houses, churches and other builings are quite stunning (particularly against some good weather!).
Another noticable thing from the area is that many of the places are named after locations back in the UK. In my short time I visited Falmouth, Sandwich, Yarmouth, Chatham, Harwich, Wareham and Barnstable. Most of them are small towns, mainly focussed around a main street which tends to have a few art galleries or antique shops on it. The only odd aspect of this is that there is often a fair gap between the main street and the beach/harbour - more than once I set off walking down a road to the sea, only to still be walking half an hour later!
Overall, you can see why Cape Cod is one of the top tourist destinations for America's elite (Hyannis was a favourite of President Kennedy - there is even a museum dedicated to his relationship with it - and President Obama was just off the coast on Martha's Vineyard whilst I was there). It makes for a very relaxing break, and I am sure I will be back.