I am blessed to have been able to do a morning jog at what I call "my" beach -- "my" because it's the place I spent practically every day during my growing up years.
Other than the amazing views of Kailua Beach, this is a great exercise. Why? The extra resistant caused by your feet digging into the sand means the pure distance you can do is lowered. The deeper you get, the harder it is. I might add that when you train in an uneven terrain, it improves your balance. Boy do I miss running on the beach when I'm not in the islands. If you are blessed enough to have the beach as an option, you should definitely take advantage of it.