Just a 5min. walk from the famous Doña Ana Beach you can find the less-crowded but just-as-stunning Camilo Beach. I suggest hitting it up once Doña Ana gets too packed. The sunburnt masses will start heading to Doña Ana around noon, so pick up your stuff and take the cliff-top path to Pinhao Beach.
Pinhao Beach is cleaved in two parts by a cliff jutting out into the middle of it. When the high tide comes it, it reaches the cliff in the middle and basically creates two separate beaches. It's pretty cool to have your own little beach shared with only a handful of others, but be careful because there is no stairwell exit for the second beach, and the water gets knee-to-waist deep getting back around the the first one. There are also lots of boats here that'll take to to visit the famous grottos and Ponta da Piedade (absolutely spectacular) and will run for around 10 euros/person, which is a pretty fair deal.