I went there in April as part of my show my hubby a good time and be out of my parent's house. It was quiet, very quiet. But cheap because it was off season. TO be honest there wasn't much to do, just wander around the beach, look at the pretty houses, eat taffy and custard. For Jersey shore fun Wildwood is not far away, but again I am not sure how hopping it will be in winter.
This is where we stayed and it was nice, but sort of creepy in a cool way.
http://www.innofcapemay.com/Looks that hotel is closed from December to Easter, I am not sure if all the old hotels are, but you want to stay in one of the ones that are old and Victorian.