Biting into the fresh, hot, made-to-order donuts from Sandy Pony is a rite of passage if you're spending the day at Bethany or Dewey Beach. There's a long list of exciting flavors on offer, but for something sweet and fun try the Jingle Shells with chocolate glaze and rainbow sprinkles (pictured bottom row). Expect a line when you visit, but customers say the donuts are well worth waiting for. There are two other locations in Maryland and Virginia.