A short break here works because the ingredients are close together: water, walking, food and somewhere to sleep within a few miles of each other.
Two days
Day one on the Quay and in the Old Town, with dinner by the water. Day two on Brownsea Island, or across the chain ferry to Studland and the coast path.
Slower
A spa afternoon on the peninsula, afternoon tea in a garden, a harbour cruise at golden hour. See health and wellbeing.
When
September and June are the sweet spots. Winter if you want it empty.
Where to stay
Everything from Sandbanks hotels to self-catering overlooking the moorings. See where to stay.