Sunset Beach Gifts, Golf & Grille | Sunset Beach Web Store, Sunset Beach Gifts, Golf & Grille is a must do at the Jersey Shore. Comb the beach for Cape May Diamonds, shop the gift shops, play mini golf or eat at The Grille. Gorgeous Cape May Diamond Jewelry, local foods, shells, nautical decor, fossils & minerals. Sunset Beach and Cape May apparel. Veterans Flag Ceremony.