I was quite taken by the Dorset Coast. We spent there two days and could have easily spent more. Our first walk was to Old Harry Rock. Beautiful white cliffs (chalk is the youngest layer of the Jurassic coast's time line), not as high as Dover but purer white. We parked the car in Studland, walk east along the north shore of the peninsula and returned over the ridge. It is not clearly indicated and your have to enter a fenced meadow but you have a nice view in both bays and can easily descend over the fields downhill when you are on the hight of Studland.
Our next stop was the famous Lulworth cave. There are two possible walks from there to Durdle Door. One over the hills which is a bit steep but easy and one along the beach which is officially closed due to land slide. It is doable nonetheless though not well marked: You can walk up Britwell Drive, descend from there to the shore. You walk a while along a stony beach (good shoes) and then comes a short section where you have to walk partly on the rocks and partly in the water, a bit adventurous but fun. Don't do it if you are not secure on your feet or with small children. After that comes the landslide part which is really easy when it is dry but possibly difficult after rain. From there we took the hill path back.
Lime Regis is not included in the natural WHS but a very nice town despite the tourists. and a few kilometers west is the famous Fossil Beach that is not directly reachable by car.
Our last walk was at Ladram Beach with very nice - and older - red rocks. The most interesting part here is not the main bay where everybody swims but the next bay to the east that you can see from the top when you follow the SW coast path a few hundred meters to the east.
As much as the often quite spectacular coast I enjoyed the drives between the beaches. They follow almost never the coast directly but wind though the (not included) hinterland. They are often narrow with trees and bushes on both sides which often form tunnels. There are incredibly cute villages with thatched roofs. They are lovingly well-kept and reminded me a bit of Hobbits. Some villages have additional attractions: In Corfe Castle there is a huge castle ruin (National Trust) and in Kimmeridge is the excellent Etches Collection which displays basically a single mans lifework of finding dinosaur bones.