The sand between the parking and the water gets extremely hot, so some sort of sandal or flip-flops are really helpful. Otherwise, running through deep sand is the next best alternative.
After a leisurely lunch, we headed down the coast to the Oahu Polo Club where we had reservations for a ride on the beach. The horses were primarily "retired" polo ponies, and were extremely well-schooled. The ride lasted about an hour and a quarter, most of which was right along the edge of the beach (no closer than about 20 feet from the high-tide water level). The breeze off the ocean kept us comfortable, but when we took a brief turn into an area of reeds and bushes, the breeze stopped and it got very hot very quickly. Once the ride was over, we had a chance to watch a polo scrimmage between students and instructors, and talked with the guy who maintains the polo field, who gave us some insight into the game.