The Sunny Jim Cave is just so unique that you have to do it! It costs just a few bucks to explore and the entrance is just a short walk up the hill from La Jolla Cove on the same street and it overlooks the La Jolla Caves, naturally enough. You enter a cool basement door and travel down a long flight of wood stairs, think Treasure Island or something along those lines. At the bottom of the stairs, it opens up into a sea cave. It gets it's name, Sunny Jim, from the appearance of a face in profile when you look out the entrance to the cave. Sunny Jim was a popular character when the cave was first opened up in the early 1900's.