If you're looking for great places to walk around in Boston, try the Maparium (sp?) at the Christian Science Publishing House next to the Mother Church. It's a stained-glass globe turned inside out with a glass bridge through the center. The maps fired onto the globe are from the 1930's and they have elected not to try any replacements. It's free, and the Mother Church, Symphony Hall, Horticultural Center and attendant plazas are just a short walk from the MFA down Huntington Ave.
It's really a pretty small city and very walkable. You can start at the Public Gardens, wander up Newbury Street, cut over toward Copley Square and then through to the venues detailed above all in one afternoon if you don't mind walking. Just don't rely on drivers respecting pedestrians– Boston comes by its reputation for crappy drivers because there are lots of crappy drivers in Boston- it's not just bad press.
On Cape Cod, I like the quiet places that are less filled with tourists, myself. Since you're going in May, the place will be cooler than you might anticipate. The ocean keeps it warm in the fall, but spring can be a bear. The upper Cape (actually southern cape- upper means coser to the mainland) has lots of these tucked away places. Hole boardwalk,[/URL] in Yarmouth can be a quiet pleasure, as can be Great Marsh and Sandy Neck, both in Barnstable. On the lower (outer) Cape, try to get to Fort Hill, just off Rt 6 north of the traffic circle in Eastham. To tell you the truth, there aren't too many bad places on the National Seashore, but Fort Hill allows a good overview and is a quick shot off the main road. Then just wander through Wellfleet. May is still relatively quiet, so have fun.
PM me if you want to meet for coffee while you're here.