You might try the rocks at Boiler Bay, though I wouldn't recommend this rough seas or for those that aren't fairly nimble on their feet. If you happen to fall in there, you are going to have a very bad hair day. Very likely that you will end up as ground up fish fodder! Better (and somewhat safer) to try the rocks just to the north of the Whale watching station or the rocks at the mouth of the Depoe Bay channel. You can also fish underneath the bridge, but the catch in there tends to be smaller than outside.
BTW, the wife and I were having dinner at the Matzatlan, just south of the channel and I spotted a whale spouting about a 1/4 mile out. It came up several times and the last time we saw it blow, it was almost against the rocks to the north of the WW station! That was the closest I have ever seen one to the beach.
Chief JIm