That's one of my favorites.......but I prefer to find out of the way beaches that are off the beaten track and don't get crowded :)
On the Connecticut shoreline, the best way to do that is to go to northern Maine.
We have tons of other cool stuff around here to do on ay trips, too, but lately my kids have been really loving going to the driving range & hitting a bucket of golf balls, followed by the obligatory Dairy Queen stop.
I think I may get adventurous and try a small 9-hole course with them this weekend.