+1 for the Peabody Essex Museum. I used to live in Salem and I went there probably once a month. If you can get there before Halloween there is a schooner that sails out Salem's waterfront - the Fame of Salem (The Schooner Fame ~ The Salem Privateer - Harbor Cruises in Salem, MA
). I highly reccommend you go for a ride.
disclosure - I helped build the Fame and crewed on her for the first two seasons of operation. I might be slightly biased.