Many places close off season, but Chatham Bars Inn is definitely one of the nicest (read: most expensive) hotels on Cape Cod and they are open in the off-season. The location really cannot be beat, its on the ocean but also walkable to Main Street (restaurants/shops). Wequassett Resort and Golf Club is nearby in Harwich, and very similar however it's more remote, you need a car to get anywhere off of the resort. I personally don't love Ocean Edge Resort & Golf Club in Brewster, but it's popular with tourists and also a large luxury hotel. While CBI and Wequassett are on the ocean, Ocean Edge is on the bay and I find it less appealing.

If you are looking for smaller locations like inns, Winstead Inn & Resort is in Harwichport (B&B with a private beach and view). The Chatham Wayside Inn is on Main Street in Chatham so its very walkable to restaurants/stores, etc.