The closest thing to a beach here (without taking a plane ride) is going to one of Colorado's many reservoirs or lakes. Many of them have places to moor a boat and have had a strip of their perimeter set aside as a beach.
Don't think white soft sands - think pebbles or coarse sand and you won't be devastated when you get to the beach. Don't think blue water with waves and sea shells decorating the beach - think brown/green water with rocks and tree leaves obstructing your walk as you find a spot on the sand.
Nevertheless, the boys love it and most places are pretty decent (i.e.: no human floaties in the water). The boys and I went to Horsetooth Reservoir which is out in Fort Collins. We thought we'd make a day of it by going to Swetsville Zoo first and then to the lake. I packed lunches, towels, water and floating toys and we had a great time. As predicted around 3 pm the rain clouds came over and lightning threatened so we headed home having to go through Denver which we hit at rush hour.
A bit of sun, a bit of sand, a bit of lake water, a good book for me to read while the kids play in the cold water and everyone is happy.