Nnagaty,

There are several nice beaches around the shores of Qatar, the obvious two are the inland sea (can get crowded at times) and the Sealine Resort.
If you pick up a copy of the Marhaba they do a section on beaches in there.
From personal experience Wakra is dirty due to the fishing port (dead fish etc on the shore) and locals not actually having the common sense/ability to pick up their rubbish after them.
The cleanest beaches I have found are up by Losail International circuit, Zekreet on the west coast, Fuwairit towards Al Ghariya resort. There is also a very good beach east of the Al Khor airport (now used by the scientific club to fly radio control aeroplanes).

Happy hunting