Fremantle has a Maritime Museum on the wharf itself and Kings Park in Perth is worth a visit for the views over the city and the wildflowers. Bunbury has a Dolphin Centre and not a lot more. Albany is a very scenic harbour and the Anzac memorial on Mt Clarence is worth a look - nice views there. The Whaling Museum is worth a look too.
Half or full day tours may take in the best sights.