Billed as "China's Hawaii", Sanya has long stretches of beach, water sports such as snorkeling and jet-skiing, rainforest hiking, and innumerable hotels ranging from zero to five stars.
Perfume Bay, Dadong Sea, Nanwan Monkey Island, Sanya Nanshan Temple, Xisha Archipelago, Wuzhizhou Island, Betel Nut Ethnic Minorities Park and Yanoda Rainforest Cultural Tourism Zone are the must-see destinations.
Perfume Bay, Two hours from Sanya by bus plus a 100m walk from the freeway. This stretch of beach is rather undeveloped and thus delightfully peaceful (it will probably be only you for a good kilometer on either side). Visiting here is a delightful and mind-cleaning day trip, especially if joined with some hiking around the surrounding farms. Watch out for strong rip tides and pack snacks.
Dadong Sea has Sanya's best balance between development and natural beauty. The town behind Dadong Bay is more expensive than Sanya, but has better restaurants and a gorgeous beach. The ocean has algae blooms that vary the water from thick green to tropically clear. However, even when "tropically clear" the ocean bed is just sand with a rare school of fish or eel. See the beach both in the morning, at sunset (sets gorgeously over the hills), and at night (when people are very scarce). Check out the trails that lead between tide pools along the Westernmost rocks of the beach. The tip of the trail has a dramatic view of the ocean and a deep and deadly ocean cave.
Yalong Bay is farther from Sanya city than Dadong Hai beach and has been developed into an international holiday center with multiple 5 star resorts, golf etc. The long beach is well taken care of by the various hotels. You will find many restaurants in the new shopping area. Definitely worth a visit, but be prepared for higher prices with respect to Sanya.