Walking in you're risking them not having a room open.. on the other hand... i never book ahead and tend to find that the room that isn't filled yet has some sort of deficiency therefore resulting in a discounted price.. Depends on if you want the best or will take what you can get.
We liked Dayton House. On the beach, several pools including a zero-entry and indoor, a lazy river, hot tubs. And reasonable rates. Price varies based on rooms (ocean front rooms are most expensive, street-side are least). I think we paid just under $300 (including tax) for 5 nights in a 2-bed "ocean view" efficiency room the week before Memorial Day, two years ago. I think they have an availability/pricing calendar on their website, and they have deals sometimes for short-term and long-term planning (like if you're looking for something in the next few weeks or for next fall).