Being a surf-bum myself, this is a great question for me to answer, as I've spent a considerable amount of time hanging out in the mid-atlantic beaches.
Like washaholic mentioned, there's plenty to do in the VA beach area. Going there during the winter means great hotel rates. I remember during college renting hotel suites for $39 a night. Split among several friends, that was almost nothing. I'd fill my Astro-van with $20 of fuel (a full tank in 1995) and a bunch of friends for a fun, cheap weekend during the off-season. During on-season, the rates can be about 3 times that much, and the traffic is TERRIBLE!!!!
The only problem with off-season is that some stuff is closed up for the winter, but there's plenty of indoor stuff going on, and the view is still great of the water. VA beach is great because of it's high density...it makes walking around to visit places easy. There's also a trolley service too! If you are into shopping, many of the surf-shops around have great deals on apparrel during the off-season. Make sure you pick up a 17th street surf-shop T-shirt..they have some cool designs!
Although it's a little bit inland, if you like Museums, I would add Nauticus, and the Mariner's Musieum to your list of stuff to do. There's also the Virginia Marine Science center just inland of Rudee Inlet...Speaking of Rudee Inlet, my father just got back from a fishing trip this past weekend that departed from there. He got a whole cooler full of rockfish that we cooked up tonight...quite tastey! The fish are definitely biting this time of year despite how chilly it is!
The Outer banks of NC has fewer hotels, but more houses to rent. There's also more stuff going on down there off season too, since there are many round-year residents. Nag's head / KDH area are more suburban in nature and more for car travel. on The outer banks is of course Kitty Hawk, where the Wright Brothers flew the first airplane. There's a visitor center here, you can see the site that they flew the plane and hear the story.
To get away from all the suburban stuff on the Outer Banks, head south on highway 12 to Hatteras Island. You can go up in the Hatteras lighthouse for a nice view oft he ocean. The surfing at Hatteras and Rodanthe is also VERY good this time of year...but get a wet suit to stay warm!! (note: surfers are typically not the least bit modest and can be seen changing into & out of said wet suits by the side of the roads, both guys and gals!...don't be distracted!)If you're looking for a remote, coastal town with lots of history, take the ferry south to Okracoke island and go exploring at some of the interesting stuff there. It's fun to get a "walking tour" book that will tell you the historical significanceand stories behind many of the buildings and homes there. The view of silver lake in the evenings is spectacular. There are plenty of nice bed & breakfasts to stay at too.
Now, if you want to get to a secluded beach in Virginia, you can also head north up the Eastern Shore to Chincoteague island. Take the 17 mile Cheseapeake bay bridge tunnel (at one point in this trip, you get out of sight of land in both directions!)for a spectacular drive up the coast. About 60 miles north of the CBBT, you will find the turnoff to get to Chincoteage Island, wallops island, and assateauge state park. Wallops island is a NASA research facility that sends up rockets and balloons regularly, and they have a nice little visitor center that explains all that they do. Chincoteague is a nifty little fishing village with row houses, docks, and a main-street type atmosphere. Assateauge island is the state park where you access the ocean. It's known for it's docile wild ponies that are very friendly. I enjoy camping out at Tom's cove park campground in my van there and catching some surf over at the park. Always a great getaway any time of year!