mkwhite,
the Surf club is 100m from Sunset and is great for lunches (pides are good) and they also have a great BBQ night with fire dancers etc (well they have the last few years anyway).
Gaven's is just past the Dolmus "station" on the beach front heading toward Calis and great for day time and evenings.
The Oben is another 150m down the track on the left as you join the prom.
After that there are many more choices depending on what you want.
If you take a look at my bike ride video on you-tube you'll get the idea (although its actually the return trip).
http://www.youtube.com/watch?v=_mXqxIiqAWcIan