Beach shooting requires preplanning, stealth, and getting out there at the crack of dawn, before the place is overrun by those blasted beachwalkers & joggers. Preplanning-wise, strive to be mobile for a blitzkrieg-like strike: Make sure you've got everything together in advance for quick setup & takedown. You can't be efficient if your figures fall down between the time you set them up and scramble to turn the camera on. Therefore, bring a coathanger rod to jam into the sand like a stand. Make sure it attaches to your figure too, because you're not just trying to prevent your figures from falling over-- you don't want the sea to steal your figures! While you're doing this, you also have to have the presence of mind to make sure the support rod isn't visible in the pics. Of course, you can search for a more secluded stretch of beach and do things at a more leisurely pace, but that's not nearly as much fun.
Unfortunately, shooting at dawn against a sunrise creates a severe backlighting problem. Shooting later in the day may create problems with hotspots, plus you also have to worry about shadows and whether the sun is giving away the position of your support rod. A little bit of cloudy haze is good because it diffuses the light and spreads it more evenly.
It probably helps to have a decent camera. These were taken with a fully automatic 8mm camcorder, which adjusted its iris in response to changes in the reflected light of each wave. Autofocus...arrrgggh! Nuff said. Because 8mm isn't a very durable format, the video was submastered to VHS for digitizing through a Snappy frame grabber. (This was not an ideal setup.)