Tsavo West together with Tsavo East are the closest park to the coast. Therefore, these parks are also possible as a short-term safari from the beach hotel.
Tsavo West is hilly and greener than its eastern neighbor. There are all Big 5 available, but they are hard to find in the landscape and the density of animals is not the best.
In Tsavo West is one of the most beautiful lodges. The Sarova Salt Lick Lodge was my personal favorite on my safari. It is wonderfully integrated into the landscape and animals come in large herds to the waterhole of the lodge.
Available animals: https://www.safaribookings.com/tsavo-west/wildlife