I am a beginner and have never sailed on the sound, so you should take anything I say with a grain of salt.

But Jockey's Ridge State Park looks plausible to me:
http://www.ils.unc.edu/parkproject/visit/jori/do.html

There's a good map showing the sound access:
http://www.ils.unc.edu/parkproject/visit/jori/jori.pdf

Someone told me to watch out for cuts in the Outer Banks - the tide can flow through them and suck you out to sea. If that happens, head to shore quickly. I have no firsthand experience with this.

Jonathan