oh man, cape cod rocks.
i've really only been in provincetown and always in my cousin's place, so i don't know about where to stay, but you should definitely get out to the tip if you can. you can hike all the way to the tip on the beach (herring cove & race point), and hike in the dunes too. also the tower near the middle of town has a good view in clear weather and if you're up to it climbing all those stairs is fun.
what i'd really do, if you're into biking, is get yourself to the bike paths that go through the dunes. september will likely be good weather for it. check it out here
http://www.capecodbybike.com/daytours_provtown.shtml
or here's a fun (but distorted) map
http://www.capecodbybike.com/daytours_provtown.shtml
enjoy!!!