Depending on where you're going to be, I would recommend Chincoteague (wild ponies on the beach) and the town of Onley. It's an old fishing village with some beautiful, massive old sea captains' houses overlooking the Bay. There is a first-rate antiques shop there and a nice small historical museum.
If you're into antiques, check out the Blue Crow antiques mall right on Rt. 13 in Painter.
The Eastern Shore (I live here) is a fabulous place to be in October -- just hope for no hurricanes!
Enjoy your visit!