The Castle near Xin Hai square is a very gorgeous one. It used to house the Dalian history museum but now it is used as a hotel. It might cost you a pretty penny but you can actually stay in a room in this beautiful castle.
If you take a ride around Xin Hai square you will also see many different sculptures of various sports. Each one is unique and they surround the entire square. I am only going to post a few because there truly are a lot of sculptures.
Also, located in the middle of the square, is a giant column which some like to call the Zodiac Tower but which has another name I am unsure of. One thing I know is that it is massive and carved onto the sculpture are seven different depictions of dragons. On the some of the stones surrounding the column are carvings of the twelve Chinese zodiac signs. You can find your stone and look at the beautiful carvings when you go to see the column.