The Rambla is Montevideo's long waterfront road and promenade, running for about 22 km along the Rio de la Plata. Locals come here to walk, cycle, fish, drink mate, and watch the light change over the water.
You do not need to cover the whole route. Pick a stretch near Ciudad Vieja, Parque Rodo, Pocitos, or Punta Carretas, and aim for late afternoon or sunset when the waterfront is at its best.