We love the outer banks, and have traveled there quite a bit. The problem of course is that there is not way to answer this question, because it all depends on what you like to shoot. A secondary problem is that it is February, and I (and most people) travel there in the summer.
As for a preview of what to expect, I would agree with the previous post. A 4 wheel drive would be good, and the horses might be found... though not without the 4 wheel drive. The light house Currituck, is excellent http://www.towpathphoto.com/lhnc is my lighthouse photos from NC. All of the ones I have posted are along the outerbanks and easily within a reasonable drive. Currituck is closest, then Bodie, Roanoke Marsh (replica but still nice), Hatteras, and then Ocracoke.
You are at the northern end of Rt 12. This road runs south from there all the way to the ferry that leads to Ocracoke Island. The draw back is that since the islands are narrow and long, expect all drives to have at least some length to them. I however have found them pleasant enough to not really notice the distance.
Nature... this is where winter can be a blessing or a curse. I have no first hand knowledge, but from what I understand the birding is spectacular during the winter. Might be migrant birds wintering, might only be during migration pass thoughs. Check out the Hatteras National Sea Shore, and the Pea Island National Wildlife Refuge. Those are the most likely. As for larger animals. Not really much. Remember you are on all sand. A random deer, maybe dolphins in the ocean (common in the summer, but in winter).
Touristy places that might photo well... Jockeys Ridge. The largest natural sand dune in the East. It is big, and I honestly wonder what it would be like when its less than 100 degrees at the top (the only way I have been up there). There is some surprising wild life up there, and even if not, the view, and the uniqueness of the environment make for a pleasant few hours. (when we were up there last time the entire dune was covered with millions, really millions, of tiny little 1/2 inch frogs!They were all dead from baking in the sun, but it is proof that there is life... apparently the eggs get up there some how, storms, wind, etc and then when the conditions are right they hatch)
http://www.towpathphoto.com/plnc (these are a few from the islands except the monument, and the mountain bridge)
Add to it the Wright Brothers Memorial nearly next door and you have a fun day. I have not tried it, but there is a shipwreck museum at the very far end of Rt 12 in Hatteras just before the ferry crossing. Also a decent Aquarium in Roanoke, and the Jamestown colony site.
There is also the Alligator National Wildlife Refuge on the mainland just across the bridge from Roanoke Island. It is always too buggy when we go, to even roll down the windows, but again, you will most likely have better results in the winter.
I really, really love my camera... AND I really love the Outer Banks. Sadly they 2 don't really go together. Keep it close, you may find something that catches you eye and turns out to be a wonderful opportunity. Definitely don't leave it at home, exploring the lighthouses is worth it in its self. But its no photo safari either.
One other note, once you get south of Whalebone Junction it gets DARK, very DARK. Take advantage of the sky if you can. Even just to look at it. Also consider shooting one of the light houses at night, as well as the Wright Brothers Memorial.
Lastly, not photo related, Once you get south of Whalebone Junction, Nags Head area, you will run out of civilization fairly fast, especially off season. Don't count on much, we always travel with snacks, etc. just in case we find ourselves a long way from anything open or desirable. Gas can be found in the villages south of the Oregon Inlet (though it might be fairly expensive), and you may find small grocery stores for basics, but understand that there just are not enough residents year round down there to support the businesses in the off season. There certainly will be people, just not very many. The differences between Duck, Corolla area (higher end mostly housing with some support businesses) The Kitty Hawk/Nags Head area (prime touristy area) and Rodanthe/Avon/Buxton area (very rural small beach towns) can be surprising.
Hope this helps, I am jealous. I wanted to go down there in march/april and see what the migration would be like, but every year something else comes up.