Only a couple of miles south of Wildwood is the Cape May Lighthouse. My three year old son loved it. He said, "We are way up high".
The lighthouse has 218 steps so bring comfortable shoes, and on a clear day you can see really far from the top so bring a camera.
The top of the lighthouse has bars at the top so you can feel safe especially with small children, but hold them tight anyway because on a windy day they can really get blown around!