The walk up on Carr Naze above Filey Bay has the best views of the bay and Bempton cliffs. On a good clear day you can see right across to Scarborough and its castle on the west side of the naze. Be careful though as the soft clay cliffs around Carr Naze are prone to erosion and landslides.
A must is following the narrow path to its end where you can admire the tip of Filey Brigg from a high and safer viewpoint
Carr Naze is part of Filey Brigg Country Park
Google map: bit.ly/KEMnB2