Are you new to Bethany area? If so, first recommend that you hit the following site: http://www.bethanyrestaurants.com/ind.... Within Bethany area, not going down to fenwick, Ocean City or up to Dewey and Rehoboth, leaves you with some good choices across the areas you cited.
Crab shacks: Mickey's or The Blue Crab. Mickey's was in Coastal Living (I think that was the magazine) last month as a 'top dive' for seafood. I have not been to Mickey's in years and The Blue Crab is only a few years in existance. Check out the website and take your pick, both offer AYCE crabs, great soups, and other crab feast fare.
Pizza all depends on taste. Grotto, Isabella, Surfs Up or short trip to Mancinis. Personally take out from Isabellas is our fav, but brick oven Mancinis in North Fenwick is pretty hard to beat for sit down pizza and pasta night. However, I have a friend who swears by Grotto and eats there 2-3 times per week.
For fine dining you are really looking at a surprising number without heading North or South out of Bethany: Blue Coast, Sedona, Northeast, Parkway, DiFebos, Kingston Grille and Patsy's.
IMO: Blue Coast best innovate seafood menu- (always a moderate wait, no reservations), Sedona has smaller menu, cretaive across multiple categories: game, meats, vegetarian (reservations required as it is small); Northeast - very good seafood and sister restaurant to Blue Coast (however takes reservations, good for small groups); Parkway has very good Chesapeake and New American fare, always highly rated for food and service (reservations or get a seat at the bar); DiFebos has very good italian food, with some nice eastern shore flair (reservations accepted, also able to handle groups better than most - only one of this bunch that also is comfortable for kids); Kingston Grille and Patsy's - very small, high end restaurants that I have not been to in years. The fact that they are still around is a testament that they must be doing something right. The rest I have been to and can recommend.
Although you did not ask a couple of other places to think about:
Burgers - Five Guys (Hands down
)BBQ - Sit Down, nice evening - Bethany Blues (great for kids/groups) Bootsie's - traditional eastern shore chicken BBQ
Happy Hour/live music - locals swear by Cottage Cafe