Through the archway at the north end of Coogee, with BATHS still carved into the sandstone, a set of stairs drops down to a natural rock pool that fills with white water every time the swell breaks over the boulders. Oscar Giles ran Giles Hot Sea Baths here from 1924, and when the old building came down in 2000 the council kept the arch and gave the pool back to everyone. Good to know: a natural rock pool, so check the swell before you get in.