I used to live in Pensacola. I would take my DS-then 3 to the beach during the day. We'd bundle up and make castles and draw in the sand. There's not very good shelling there, but you might find some clam shells there.
And don't rule out wading. When my kids were 6-12 they loved to go to the beach, it didn't matter what time of year. They'd run down to the water and splash around as long as they could stand it. Even when their lips turned blue and they were shivering uncontrollably they would swear the water wasn't really cold, LOL. Needless to say, I didn't go along with that. Time to head inside for a warm bath and some hot chocolate.