Both Buzios , northern Rio & Parati ( southern) are very beautifull . Paraty is more for a day tour in a Colonial village and Buzios has excellent beaches.
Piriapolis is 30 minutes by car from Punta del Este and waters in the area are more river like than in Punta. Hiring a car to get to know Uruguayan beaches from Punta to José Ignacio is fun , there are many small to medium sized hotels + Conrad Hilton .
Yes you need a car specially for Punta de Este.