Shelter Cove is a great destination and a nice weekend getaway. Not a lot to do there other than golfing or some limited hiking and beach exploring, so bring a book! It's a lot easier to get to by plane than by car.
Be sure to keep a CLOSE eye on the weather, the fog can roll in very quickly, and can stick around for days. VFR pilots have been stuck there for extended periods when the weather changed unexpectedly.