In the summer months, from May until Labor Day, every weekend there is the most exciting and impressive fireworks display at the beach. It can be seen from ANY hotel room or the boardwalk (where you can rollerblade, rent tandem bikes, etc.). I personally enjoyed sitting at one of the outdoor cafes with a beverage and watching the display.
In the wintertime, they decorate the beach as well as the boardwalk with light displays. The boardwalk is closed to pedestrian traffic during this time, and you are able to drive the entire boardwalk to see everything! They even sell cookies and drinks for you to enjoy as you drive through. In September, there is special treat on the boardwalk: thousands of vendors displaying a varied selection of merchandise, such as art, jewelry, candles, and the like. I suggest booking way in advance if you plan on being there during this time!