Hi Pegg.Just to give you some perspective on your question, it would be like asking for nice places to visit between London and Birmingham!
However, you have mentioned Mandurah, which is halfway between Perth and Bunbury and you will see that many of the posters here live in this area.
Mandurah has some lovely suburbs to look at, starting with Lakelands and Meadow Springs to the north and Halls Head and Dawesville to the south.
Location really should also depend on your work situation. You don't want to be working in Perth and living in Bunbury