1) Build a Sand Castle
This is always such a fun and versatile activity you can do at the beach. A regular sand bucket will work fine, but we love sand castle mold ones like THESE.
2) Collect Seashells and Rocks
Both of my boys love doing this and brining our finds home to decorate and paint. My seashell bags pictured found HERE are perfect for this! 
3) Play Beach Tic-Tac-Toe
One of my favorite beaches growing up had checkers tables and my Grandmother and I would use seashells and rocks as game pieces, while recreating a whole checkers board in the sand can be tedious, I love to pass on the beach game playing tradition with my boys and make a tic-tac-toe board in the sand and play!
4) Fly a Kite
Between the breeze and open space, the beach is one of the best places to fly a kit.
5) Beach Clean Up
This is such a great educational lesson and activity, plus my boys love helping keep the Earth and our beach clean. I simply make sure to leave extra gloves and diposable bags in our beach bag so we can try and tidy up every visit.