Sydney loves the sea – it is after all shot through with the deep blue inlet of Sydney Harbour – and it indulges its visitors with a plethora of harbours, coves, marinas and bays. But one of the best places to get nautical is Darling Harbour, with its cluster of quays, museums, restaurants and markets. The next bay around from Circular Quay, Darling Harbour was once the city's commercial port and a massive railway shunting yard. You'd hardly guess that today. The whole area has been reworked into a shiny pedestrianized waterfront.

The attraction that first draws the eye is the Australian National Maritime Museum. Or rather the 122-metre naval destroyer, HMAS Vampire, parked outside the museum. It is over 60 years old, and was the last serving gun-destroyer of the Royal Australian Navy. It can be boarded and explored, along with the navy submarine parked alongside. And you can step right back to the start of Australia's naval heritage when you board the sailing ship behind – the HM Bark Endeavour, which is an exact replica of Captain James Cook's famous vessel that 'discovered' Australia for the Europeans.

Of course, the Aborigines got here a little while before him, and their relationship with the sea is explored at the Museum too. You can see the artistic side of Australia's first inhabitants at the Gavala Aborigine Art Centre, which sells original Aborigine art. Darling Harbour is also a launching point for messing about in the water – jet-boating, sailing trips and cruises can all be booked here. Some of the most exciting are the whale-spotting cruises, which almost guarantee you a humpback, and even a sighting of a blue whale, during 3 hours out on the waves.

And if your sea-legs won't go that far, you can always take in the marine wildlife at the Sydney Aquarium – or do some retail-therapy (piscine-style) at the Sydney Fish Market. More likely the Harbourside Shopping Centre will appeal for that, though, which has a great haul of the best in modern Oz shops, restaurants and waterfront cafés.