I live and sail mostly on the east coast of South Africa in the province of Kwazulu Natal.
Although I have sailed at most of the breaks around the country I primarily sail in KZN. From Sodwana Bay in the north to Port Edward on the Southern provincial boundary which covers around 500km of coastline. The province is sub tropical and the water is around 22-26 degrees most of the year. There are always waves and the wind is mostly around 18-25 knots.
In 20 years of sailing this coastline we have seen whales (more now than ever). Whale sharks (quite often) and dolphins which are regular visitors as well as a few other types of sharks. They are part of the ocean and exist in every ocean around the planet regardless of which ocean it is you are sailing in.
Langebaan is a great location for flat water blasting and Cape Sports Centre teaches sailing, kitesurfing and does equipment rental. Cape Town itself is great for wave sailing and I spend some time there in January or February for some good port tack sailing.