Here are some objects for the unaided eye for the month of May. All of these objects, although small, should be visible without the help of binoculars or a telescope, so long as you have clear dark skies.
Light pollution is a killer for seeing these objects with your unaided eye. To find out how dark your location is, use the Google Map Overlay of light pollution. If you are in a blue, gray or black area then you should have dark enough skies. You may still be able to see some of these objects in a green location. Snow will add more light pollution due to light reflecting off of it.