Just like many places in Hawaii, Cockroach Bay goes by many names. Whether it's referred to as Kaupo Bay or Baby Makapu'u, the little beach is not a big name on most "best of" O'ahu lists, and that is what makes it so great. Often empty early on weekdays, the long sandy beach can handle a decent weekend crowd too. Rabbit and Kaohikaipu Islands sit right off the coast and are large and beautiful icons to stare at while soaking up the sun. This is a great place to skip the crowds and find some solitude on a white sandy beach, which can be difficult on O'ahu.
The water off the beach is very rocky, so it's not great for walking around in the waves, but has okay snorkeling. There are usually some small waves for longboarders, and there are a bunch of tide pools stretching off to the southeast. There are some trees near the parking area for shade and one lone tree down the beach that is the prime spot to grab on a hot day. Otherwise, it's pretty exposed, so keep that in mind if you plan on being here for a while. The Makai Research Pier sits off the north, and Sea Life Park is just across the street.