I've stayed at Quay West Bunker Bay and also had a site inspection at Cape Lodge.

Quay west was a late arrival, first thing departure. so didn't see much. Food in the restaurant was good, rooms look good, even the studios are spacious.

Great sunrise & sunset, good place for a base outside of the main margaret river stuff if you want to be away but it isnt as luxurious as cape lodge or others.

Cape Lodge was undergoing refurbishment when I saw it (it was during winter so it is their slower time). Rooms were very nice, service would be fantastic, and the food is phenominal apparently.