Sānyà city is oddly broken up. The bus station and a few tourist facilities are on the two main peninsulas protruding between Sanya Bay and Sanya River. Jiefang Lu runs north-south and is the main drag, where you'll find the long distance bus station, banks, travel agencies, supermarkets and a few hotels. Most travellers, however, will pass straight through en route to either Dadonghai Bay or Yalong Bay.
Jiefang Lu is really the main road for the whole coast, branching into Gangmen Lu at its south end and then becoming Yuya Dadao as it heads southeast to Dàdōnghāi Bay. This road eventually leads around to Yalong Bay and transport is fairly regular in both directions. Phoenix airport is about 20km northwest of Sānyà city. Themap (Y6) is worth buying from hostels and hotels.