Crazy? NO WAY! Good for you being determined not to just sit around all summer being bored.
FWIW, my husband has been out of the country two years out of the last three, and just left on another deployment on Friday. Like you (but obviously different situation overall) I didn't want to ruin their summer sitting around doing nothing just because dad couldn't be with us. The first year they were 4 and 8. We went on vacation out of state both years, and plan to do so again this year.
As for tips, I agree with another poster that said to be sure and be extra safe. Not that we're just helpless babes in the woods without a man at our side, but to a person looking for someone to rob ,scam, etc., we can be a more attractive target. Just make sure to pay attention to your surroundings.
Since you can't split up and go do separate things, try to make sure that each child has input into activities and gets a chance to do what they are interested in doing, budget allowing. That will mean that each child has to understand that they may have to do things they don't really feel like doing, because the vacation is for all of you. I know with my kids I sometimes have to remind them that "this vacation is not only all about you. There are three of us here who would like to enjoy ourselves, and not everyone enjoys the same things. We will be doing X that you want to do, and we are also doing Y that your brother wants to do. That's only fair."
Don't be afraid to decline to do things that really aren't in the budget, and to be honest about the budget restrictions. This does not need to turn into "let's bash daddy" but your economic reality is probably different than it was as a two parent family, and your kids will have to adjust to that anyhow. Don't let feelings of guilt or sadness about that push you into extending yourself further than you should on the vacation. Not saying that you would...but I know the feelings can come up, so...
Sorry if that was not at all the kind of advice you were looking for. No offense intended.

Most of all, just have a great time with your daughters. One big plus about an all-girl vacation is that you have the freedom to spend lots of time doing things that men aren't into. It could be a great opportunity for some girlie bonding.