trevor,
If you fancy giving it a go,try Fueraventura in the canary Islands. The beaches are enormous sand dunes. And there are dozens of circular dry stone(sort of)windbreak shelters between one foot and five foot high. All big enough for two or more people to lie down, which give you almost complete privacy (if that's what you want). Make sure you've got plenty of high factor cream for the usually unexposed bits.