I would recomend you dine out in one of the places on the river as the view of the rock tombs is beautiful, there is plenty to choose from dont have a favorite as all nice.
When we are not very hungry we go to the Lokanta (Turkish cafe) opposite the childrens play ground, you just go in point to what you fancy, really nice food, staff great (as per usual)
Dalyan is a loverly place, nice walks along the river very picturesque. We tend to go to the quiet beach just jump the dolmus by the Mosque.
I would recomend the evening boat trip, leaves around 5.30, take you to the ruins of of Kaunos, then off along the river past the tombs, then out into the lake were you stop and have a meal, gorgeous food, drinks extra, we had a great time.
We are going out in June and Sept, cant wait.