To see some native wildlife on the loop along the coast road, take the short detour to Durras North (just north of Bateman's Bay). The roos tend to laze around the holiday park lawns or in the local forest. There are also a lot of parakeets and kookaburras about in the morning when the residents are making breakfast. And there is a lovely beach to stroll along, although it might be cool in July.
The other 'guaranteed' spot for kangaroos that are habituated and happy to have you around is Euroka camp site, Glenbrook, at the eastern edge of the Blue Mountains. The camp site gates are locked from 6pm to 8:30am but at other times the roos sometimes hang around the lawn areas.