Cox's Bazar is the only beach resort in Bangladesh. The town is in the south of the country, not far from the border with Myanmar. In the region live numerous Rohingya refugees, who escaped repression in the neighboring country. As a result, Cox's Bazar has a Burmese Buddhist flavor.
Cox's Bazar has an excellent, shark-free beach, but you should keep a low profile, when sunbathing there. Especially women should expect to be gawked at, as local women swim in a shalwar kameez, if they swim at all. If you like more privacy, you should try one of the secluded beaches south of Cox's Bazar. Some of the best ones are Himacheri Beach and Inani Beach, but you shouldn't stay there over night as they are not considered entirely safe.
There are many hotels and restaurants in Cox's Bazar. The best way to get there is by air from Chittagong, as the road from Chittagong to Cox's Bazar is very bad. If you have more time you can also go there by bus. Buses to Cox's Bazar also run straight from Dhaka, 300 km to the northwest.