Many places and every places and every place got something special about it:

1- Wakrah Beach, nice when it is high tide otherwise the bad smell of sea weeds would be waiting for you.
2- Intercon area, the right side of it is nice as those Jet-Skies can't reach there but sometimes you have to be aware as they are ready at anytime to do something crazy.
3- Sealine, the most beautiful place and got the best sand and water. Just be careful when the water is hot, the water is invaded by jellyfishes.
4- Al-Ghariyah, the place there is comforting and the beach is ok.
5- Dukhan, some places there are nice and good to swim as well.