Delaware beaches are pretty quiet in the winter. You might want to check the event calendar to coincide with a festival or something. Rehoboth Beach Dewey Beach Chamber of Commerce has a good event calendar.
By the way, Bethany is teeny tiny. The boardwalk is 1/4 mile. The town is like four blocks. It makes Rehoboth look large (RB is one square mile).Edited: 12 January 2018, 23:10
There isn’t much open- in Bethany Beach however it’s slowly becoming a year- round destination. Summer it’s the best because- family and pet friendly beach town. If you’re thinking of staying in Bethany Beach for a wk or the whole summer- book early and make reservations at restaurants- restaurants fill up very quickly.
Sea Colony is awesome- we have stayed with Airbnb and my husband’s parents recently- purchased a condo at the Edgewater house. Great building and The condos on the beach over by Annapolis House are worth checking out. A lot to on the resort- pools, beach, gym and in the summer - you can take the trolley to visit other pools, tennis center and other indoor gyms and pool. There are camps for children.