Coast road is my special place (8)
I believe the answer is:
corniche
'coast road' is the definition.
(I've seen this before)
'my special place' is the wordplay.
'my' becomes 'cor' (both are expressions of surprise).
'special place' becomes 'niche' (I've seen this in another clue).
'cor'+'niche'='CORNICHE'
'is' is the link.
(Other definitions for corniche that I've seen before include "coast road by a cliff face" , "Roller" , "cliff route" , "Cliff-face coastal road" , "My place" .)