Wear a skin tight undergarment. These are those spandex undergarments, made by a myriad of companies. By sticking to your skin, they do not allow sand to end up where it's not supposed to go.
Remove the lining from your bathing suits. The bathing suit lining is a curious thing that often seems to do more harm than good. Removing the lining with a pair of scissors will allow the sand to wash away while in the water rather than getting trapped in your skin.
Take several showers throughout the day to reduce chafing at the beach. Many beaches have public showers near the parking lot, so you can rinse the sand off before you head to your car. Don't just save this for the end of the day, take a quick shower each time you come out of the water. This will remove the build-up of sand.
Sit in a beach chair instead of a blanket. By staying above the sand, you will reduce your contact with it.
Change your bathing suit throughout the day. Even if you cut out the lining, sand still gets trapped in your suit once you've been in the water. If you are going to relax the rest of the day on the sand and not go in the water for a while, you can reduce chafing at the beach by simply changing into a fresh suit.