Condition22.
Welcome. I will assume that you are coming to OZ to work and therefore have your visa sorted. Bondi is a beachside suburb east of the CBD. Coogee has it's own beach and is a few "miles" south, but still very close to the city. The difference between them is not much, but if anything, Bondi has more of a tourist/ backpacker/ "cool" feel to it. Coogee is a bit more of a "locals" beach.
There are many beachside suburbs in Sydney. The Bondi Coogee area is the closest to the city and therefore the most expensive.
Tips and advice I can't really give. Sydney is a big place, I'm sure you'll find whatever it is that interests you somewhere.
Nickfun.
Getting a visitors visa to OZ is easy, we love tourists.
Migrating here can be hard. If you have family here then you're set. If you're a refugee and can prove it then you're set.If you're sponsored by a company then you're set. If not you need to have something to offer.
This site has all the information in detail.