Kamehameha the Great loved to visit Kailua-Kona on the Big Island of Hawaii. You will, too. Start your day sipping locally grown Kona coffee. Then set out on Alii Drive, where you can shop boutiques, dine or simply look out over the bay. Or, get an early start and take the two-and-a-half-hour drive to Hawaiian Volcanoes National Park and the most active volcano in the world. It is at the beaches, however, where you'll find the most fun. Hit the surf on boat or board, or dip under the clear water for a world-class scuba adventure. But don't forget to come up for an intoxicating sunset at a place fit for royalty—Kona.