Between Cockle Bay and the buildings on the western side of Darling Harbour is a major promenade area that begins in front of the Exhibition Centre with its five halls of exhibition space, the Convention Centre just north of it, and the Harbourside shopping and restaurant complex with its northern end at the western foot of Pyrmont Bridge.
Many of the restaurants at Harbourside have al fresco areas facing the waters of Cockle Bay. You'll also find fast food sections within Harbourside if you're after a quick bite.
You're likely to find street performers along the promenade as well.