At most of the popular beaches, chairs and umbrellas are available to rent from restaurants on the beach, so we rent that way. Of course that's more expensive than a weekly rental. The sun is intense and most beaches don't have much shade.

Depending on where you are walking at night, I don't think carrying a small purse is a big problem. I have a tiny bag that I use for a few items and don't carry anything that I would mind losing. But we generally drive to restaurants and park in areas where there is activity.