While thrift stores on the Cape carry books, clothes, music, furniture and a whole bunch of other stuff, I found that they're great for picking up smaller items such as glassware, candlestick holders, vases, etc to decorate and entertain on a budget. People usually drop off full sets of glassware and plates, as opposed to the miscellenous one or two glasses that you normally get in the larger cities. Be prepared to dig for treasures, as most thrift stores are packed with donations.
Additionally, people that rent out houses on the Cape for the season, as well as year-round residents, will usually drop off donations prior to and at the end of the summer season. These are the best times to score some larger finds such as couches, dressers, etc.
A few of my favorites finds from the day included several sets of vintage champagne glasses, a black and white fish-eye photo from the 50s, a Dorothy Thorpe creamer and sugar bowl, and a silver plate flower frog.
* A side note, thrift stores are also a way to meet some very interesting people from the Cape and get a few great stories, as most employees are part-time volunteers.
To check out a list of thrift shops on Cape Cod, click here.