I had my wedding and reception on the beach. Both perfect for us, as I didnt want to plan a DW just to have a reception inside a restaurant (I could have did that in the US). The weather was wonderful and not too windy for the reception. It was very intimate and made all of our guests feel special. One thing, if you are planning on doing lots of dancing, your resort may have to setup a dance floor/stage on the beach as it tends to be hard to dance in sand
Most resorts offer beach receptions (or will bend if you ask), but of course, will attach a 'nominal fee' to it. I think mostly due to the extra lighting and setup they would have to do.
I lucked out and had my reception on the night my resort had its beach party, so lighting was already set up and since we had less than 25 people, we were able to be moved far away from the beach party but still close enough to take part in it (if that makes any sense,lol) + we had our own security guards (which were standing in the distance). I also used some paper luminaries I bought from home that the coordinator used as decorations to line the walkway to our table. After the reception dinner, we just joined in the beach party festivities and pretty much partied all night long!
The only thing, I don't have many pics of the reception setup, b/c we only booked our photographer for so long + it was really dark. So keep that in mind as well.
Happy planning