Surprisingly, the humidity isn't as bad as you think on the coast--at least in Wilmington.
I pulled a bunch of weather data for my sister-in-law, who has some kind of rosy picture of weather in Colorado as being better than the Cleveland OH area--sure, it has more sun, but it still gets cold in the winter... (nothing against CO, I've been there a few times, and it's beautiful, but if you want to ride and keep horses, winter in CO has no real advantage compared to winter anywhere else...)
Anyway, the comparison of humidity between Cleveland and Wilmington showed that on average, we might be 5% higher during a couple of summer months, but the rest of the time we're equal or lower than up there...
I'll grant you though that our temps are higher, but we get nice sea breezes during the summer...