There's the famed Stanley Park Seawall -- a 10km (6 mile) or so circuit that loops around the park, taking in Coal Harbour, the Lions Gate Bridge, Third Beach, and English Bay -- but the network of seawalls reach further to Yaletown, the former Olympic Village, Granville Island, and Kitsilano Beach.
Continue on east from English Bay, and follow the paved seawall path (which is perfect for walking, running, biking, dog walking, and in-line skating) along the water's edge. You'll pass through Yaletown, round the head of False Creek, pass the blinking orb of Science World, come through the newly built Olympic Village, and end up at Granville Island. A road route then connects to Vanier Park, the site of the Museum of Vancouver and the Vancouver Maritime Museum.
Across the Lions Gate Bridge on the North Shore, there's also a lesser-known seawall in the Ambleside area.