I have come to the realization that having a sand pit at the local pool is an excellent idea. When the mandatory break whistle is blown, it gives the kids a spot to play vs. just sitting around. And it provides a welcome alternative to the constant swimming and splashing. Plus, it's almost like going to the beach!
I have very fond memories of building elaborate sand castles on the beach during our summer vacations. We dug moats and built towers. The best part was the "drip" castles. To make your own drip castle, take some rather watery sand in your hands. Then just let it drip through your fingers to wherever your castle should be. It can become quite an art as you create tiny turrets and spires.
Of course, I also went to the beach with just my sisters. Very rarely were we joined by a boy, and when we were, he helped build the castles. My experience today is that little boys prefer destroying the castles rather than building them. Which is perfectly fine and entertaining. :)