This romantic and quirky restaurant, set in a cave on the beach in Diani, is definitely splurge-worthy. The menu is a little pricey but includes a tasty range of dishes, from crepes and pasta to seafood. Book a table at the mouth of the cave so you can see the stars overhead and the candles flickering inside among the cave's spiny stalagmites. Diani, a popular resort on the Kenyan coast, has an expansive white sandy beach, boutique hotels, and cozy vacation cottages. After dinner, wander next door for a nightcap at Forty Thieves, a beach bar with pool tables and seating out on the sand.