I've driven on the beach at Ocean Shores, WA. To be honest I did it mostly for the novelty -- I had a convertible at the time, sun, surf, sea breeze... Agreed about the salt, though. I never drove in the surf and my first stop was always a carwash.
Another time I did it because we were having a beach bonfire and it was convenient to just load all the wood in the back of the Mercedes wagon and drive it out there.
Got the convertible stuck once, due to a knucklehead move -- I was driving in too high a gear, so when I hit a soft spot I didn't have the torque to power through it. I just got out my tow strap and waited for someone in a 4x4 that wanted to show off. Took about 10 minutes.
Never got the wagon stuck, in spite of a Mercedes W123 being not exactly a dune buggy. The sand there packs up like concrete when it gets wet. It's mostly about keeping your brain fully engaged, keeping momentum up, and not going so fast that you can't plan your line around dry-looking spots.