They are right, the cockpit door will remain closed during flight and visitors are not permitted.
Here is my suggestion...when you get on, if you are on a 737-200 or a 737-300...head for the back lounge area (rear facing seats in the aft cabin on left hand side).
Sit in the rearfacing window seat and during rotation...watch how close the ground seems to come to smacking you when he yanks it off the ground.
You will undoubtedly be the last one off the plane, sitting back there...so if you wanted to get a peek or talk to the Captain...that is usually about the best time. As you deplane. Unless there is a crew change.
Enjoy your flight!