We did the beaches on our own for the Eastern Cruise. I purchased the beach bag (large duffle/backpack type) they had at Mickey's treasures. I saw it in the Magical Treasures brochure and was going to order it, but was told it was sold in the shops, so I waited until we boarded. We took the towels they gave us as we disembarked, but also bought a couple of beach towels in St. Martin and St. Thomas for souveniors.
Packed in the bag - towels, SUNBLOCK!!!!, camera, film, t-shirts, water bottles, snacks. We had our KTTW card/money in the little holders you can buy on board which are waterproof and hang around your neck. Also packed a spray bottle to fill with water to spritz off. Oh yeah and this is a great thing to pack - Baby powder. When you put it on over your sandy legs, feet, etc., the sand just falls off and you are all clean again. No need to drag sand onto the boat or your stateroom.