Staying the night? Find Hotels & Airbnbs near Bexhill On Sea's De La Warr Pavilion for this Gretchen Peters show. Book Your Stay Today!. The De La Warr Pavilion is live music and arts venue based in the Marina in Bexhll on Sea. Considered one of the first 'modernist' buildings in the UK and built in 'international style', it has gone on to become a leading location for fans to catch some of their favourite musicians and comedians.