Any nice quaint villages or towns to visit within 30 miles of Filey.

RAS

You've got access to the Coastliner buses which go to Scarborough, Whitby, Malton,  Pickering and York. There are good connections all the way north up the coast from Whitby, and connections from Scarborough to Whitby via the coast (not Coastliner), and across to Helmsley via Thornton Le Dale, Kirkbymoorside, links to Hutton Le Hole. 

And hourly trains to Brid, Bempton, Beverley and Hull.

Might also be worth checking the free museum and gallery thread as well?