The beach is nice but can get really crowded down near times square and the pier especially at night. If you are looking for a more private, quieter space move down the beach there are some really nice locations and way better shelling.
Wear shoes in the water and on the beach. We had one child get a thorn in his foot (smaller than a rose thorn) and his foot swelled up for 3 days. A second child stepped on something that went right into her foot in the water (with shoes).