DEFINITELY get a 2-stop Graduated Neutral Density filter, and a circular polarizer. The Grad ND will balance the bright sky with the dark water a lot better and help you get great photos. The CP filter, well, just twist it around and play with it and you'll see.

If you're not using either, make sure you have a UV filter or something just for general lens protection, and some good lens/filter cleaning equipment. Lens pen, micro fibre cloth, lens cleaner, q-tips, etc. The beach can be pretty rough on photo gear. One of those little rocket blower things if you happen to get some gunk on your sensor that you need to blow off.
D80, 18-55 kit lens with a double-stacked 2-stop ND and 2-stop Grad-ND filters. One to balance the sky and water, and the other to slow down the exposure a bit to get some more wave motion in the photo. 1/3s @ f/11 and iso100, with some moderate enhancement in DxO software. Oh, shot from JPEG.
Speaking of which, have a tripod handy if you think you might want to take any photos like this. The ML-L3 remote shutter release is great too for 15 bucks.