Porthcawl and Brancaster (already mentioned several times) are my two personal faves, both in terms of setting and internal ambience. Inland in the UK it's harder to think of 'cool', although my preference for the traditional farmhouse/ cricket pavilion suggests Flempton and Worlington, both of which sit very nicely in context, and Aldeburgh has a lovely setting with the course stretched out below. But probably not 'cool'...