Kids, teens, families and couples love the beach, but as the sun gets lower in the sky it is time to wind down. The perfect ending to your day is a relaxing cruise around Cape May. Search for bottlenose dolphins and check out the sights of Cape May, New Jersey. Round Cape May Point, past the Lighthouse and view the magic of Delaware Bay at Sunset.. Our trip is scheduled to catch the best of the evening light and offer the most chances at a beautiful sunset, from May to October.