Most people base themselves in one of the many beach resorts - Lamu, Malindi, Watamu, and Diam, are all interesting - and take trips to the main attractions from there. The historic side of Kenya 's tourism is not well promoted. Coastal forts, such as the one near Malindi, can lay semi-overgrown and almost unvisited because few people realise they are there. The emphasis is on the wildlife, and particularly trips to the game reserves and national parks. That is fully justified when you can watch unforgettable sights such as the wildebeest migration, or a pride of lions protecting their new born cubs from predators. Organised trips from all the coastal resorts are long, expensive, but totally unmissable.
Don't forget to sample the wildlife closer to your hotel too, though. That which lies a few metres below the sea. Diving and snorkelling is widely available, immensely rewarding, and relatively inexpensive.
Inland are the many safari parks.
Read more on Kenya eGuide.