It is at the top of Ariel's Grotto over on the bridge to the Pier! I have not eaten there but I have read great things about it on this board and other's, especially the lobster nachos! So it must be decent for all those good reviews!
I've eaten there once and I ordered the lobster nachos. They were really good and it's quite a large portion (enough to share with maybe 3 people). It was really peaceful when I ate there because it wasn't busy. I was seated at a table at the edge of the pier and had some passer-by-ers stareing at my food and saying: "Wow! That looks good!" You should give it a try!
We went for drinks and apps recently. Got the lobster nachos *HUGE*, and the buffalo chicken.
The nachos were great. The chicken was a little too greasy for me, but my friend seemed fine with them. (I'm also training for my next half - marathon so it may just have been that I haven't had grease in a while.)
I mentioned these to my dh, and he immediately started drooling. We've never been to the Cove Bar before--is it the kind of place we could bring our kids (3 & 9) for a quick afternoon snack?