Didn't see this till now. Not really much around Rodanthe, but you could drive a half hour north to Basnight's in Nags Head, or even the Blue Point in Duck (very good). Adrianna's in Manteo is also very good, and Stripers in Manteo is quite good.

When I was a kid, our family had a beach cabin at Nags Head. Took my wife to the area last year for an extended vacation. I hardly recognized it.

This is a pretty good interactive guide to find attractions. Have fun.