Dadonghai is the original tourist district in Sanya — a tight grid of streets pressed up against the beach of the same name, about ten minutes by taxi from the city centre. It is where most of the city's eating-out and bars are concentrated, where Russian and Korean signage starts to outweigh Mandarin, and where the budget-and-mid-range hotels cluster. The atmosphere is dense, slightly chaotic, and decidedly more local than the manicured resort strips of Yalong or Haitang.
The advantage of basing yourself here is convenience: you can walk to the beach, dozens of restaurants, several markets, the Luhuitou Park trailhead, and the city centre proper. The disadvantage is the crowds and traffic. Avoid Chinese national holidays unless you genuinely enjoy a packed beach and queue at every restaurant.