On a recent trip to London, we went to Southend-on-Sea:
http://en.wikipedia.org/wiki/Southend-on-Sea

It has the longest non-commercial pier on the world! There's a train that will take you to the end, it is GBP 4 return (I can't remember the prices for one way, and they do charge even if you walk).

Along with doing that, I also swam. The beach was pretty good, and the water was about a perfect temp (low 70s) for me to swim ~2 miles.

It was about an hour from Fenchurch St Station and I think there's other trains that go from elsewhere in London (the trains we were on stopped at West Ham and a few other places with Tube stations).