I carry a small clear plastic backpack with fussy stuff like the clean dry clothing we change into afterwards and my cell phone. Since that bag is clear plastic, it is water proof and people can see that it's not got anything worth stealing in it.
Then I also carry one of those
big blue Ikea bags (scroll down to see it, the photo doesn't quite do it justice.) Several towels, the small beach umbrella, sand toys and flip-flop all fit in it. They are huge and sturdy. They have both short handles for easy pick up and longer shoulder straps. It's easy to shake the sand out of them b/c they have a very wide opening and aren't too deep. Best of all, they cost just $0.59 and we have a bunch, so if there is still a mess in one can just grab another.
When we are leaving everything wet and sandy goes into the Ikea bag. Anything that needs to stay clean and dry stays in the backpack. At home flip-flops toys and such get taken out of the Ikea bag on the porch then the bag full of towels and wet clothes goes straight to the laundry room. The clear bag gets kept next to my purse and gets refilled with new clean clothes so it's all ready to go next time we head to the beach.