Presuming you're coming from the the CBD, the biggest one near-by would be Westfield Bondi Junction which is easily accessible via train (Bondi Junction station) or bus (to Bondi Junction, which is not the same place as Bondi!)
Otherwise you'd be heading further outside of the CDB to either Westfield Parramatta (west), Macquarie Centre (north-west of Sydney), Westfield Warringah (north), Westfield Miranda (south), or numerous others that gradually get smaller.