The main reason to come to Cox's Bazar is for the beach. The route to the beach, along Sea Beach Rd, can be crowded and dirty, but once on the beach you will find the sand surprisingly clean. There are plenty of places from where you can rent a sun lounge and umbrella, and staff will offer security so you can leave your belongings unattended while you go for a dip.

You could also plant yourself in front of a big hotel, where guards will watch over your gear if you go swimming, and shoo away kids selling shell necklaces. They will also deal with the crowds of gawkers, if they get too intrusive (which they will).

If you're intrigued by the wooden fishing boats chugging along the shore, you can check them out from the Bakhali River on the north side of town, where they're moored. Some of the boats look uncannily like pirate ships; and given that piracy is on the rise in the Bay of Bengal there's the possibility that they might be!