There are great beaches in lots of locations–public and private–and not just in CA. If you go at certain times to run, walk, or do whatever you want to do, you can avoid the crowds at beaches like Del Mar and Torrey Pines which are close to us, and yes, some military beaches are great.
Same with hiking, biking, and other outdoor activities. From the desert to the mountains to the ocean–loads of great places to enjoy life outside, and, of course, you have to take precautions wrt your skin, etc.