I got one of these to take with us on vacation. (link below) I haven't used it at the beach, but it certainly would work for that. It has mesh sides and the top zips closed so that would provide some shade. The only complaints I read about it in reviews is that it doesn't hold up well for use with puppies. The bottom is held in by velcro only and puppies quickly figure that out. I've only used it with adult dogs and they are perfectly content to stay in there. The only tricky thing is to get it folded back up. The instructions that came with it were useless, but I finally found a video on YouTube that showed me how to do it.
Amazon.com: Pink 45" Pet Puppy Dog Playpen...