Cape Range National Park is the reason Exmouth works as more than a boat-trip base. The park protects the western side of the North West Cape, where pale limestone ranges run down toward Ningaloo's turquoise water.
Spend at least a full day here if you can. Swim and snorkel in the morning, then switch to gorge walks and lookouts when the light moves across the range. Heat is the limiting factor, so start early and carry water.