In my opinion, Gümüşlük is the best cove of Bodrum if you like diving. You shouldn't expect any sandy beach or sunbath sessions here. This place is like a sunken ancient city, that you can still see the walls of ancient civilizations under the water. There is a small island, very close and barely connected to the shore, which it is a tradition to struggle the whole way along the small rocky path on the sea to reach the island! There are awesome fish restaurants just next to the sea. Great place!