When you leave Sandy Beach, an 8 minute drive will find you at my favorite body surfing beach on the island of Oahu -- Makapu'u Beach.
The waves here are much safer (they break in 1-2 feet of water rather than directly on the sand like at Sandy's) and it's never crowded (mostly locals). The beach is visible from a lookout and even has restrooms. Nice place to chill either before or after surfing Waikiki!