About four hours West of Windhoek (or less if you drive as fast as my dad did: "the roads are so big and straight, and there's nobody on the road!") is a coastal resort area, comprising Swakopmund, Walvis Bay and the Skeleton Coast. The drive there itself is beautiful as you may encounter some interesting wildlife on the way (elephants, warthogs, baboons...) and see the spectacularly tall anthills that dot the side of the roads. As you get closer to the coast, the scenery changes quite noticeably. The dry, dusty, parched earth gives way to golden sandy dunes.
The coast offers many short cruises to have a look at the marine wildlife in the area. This includes seals, dolphins, flamingos, pelicans, and all sorts of other birds. Many cruises (in any case, ours did) offer freshly caught oysters and champagne on board, and usually include the visit of a surprise guest in the shape of a sea lion (who might just decide you look like a terribly comfortable cushion, and sit on you. After flippering you in the gut. Let me tell you, they are heavy. Personal experience...).
This area is also famous for its so-called 'Skeleton Coast', where whalers used to leave the bones of caught whales and seals. Now, however, the name is mostly applied to the huge cargo ships either stop and wait for further instructions off in international waters, or the skeletons of past shipwrecks and abandoned ships that are left to their fate. It's rather eerie, but extremely picturesque at the same time.
The coastal area is definitely a refreshing change from the central part of the country, in more ways than one, and worth the visit (it is also connected via air, and is only a 40-minute flight).