A.,
We have always rented...usually chairs/umbrellas are set up by 9:00 and they take down around 6:30...last summer, new guidelines were implemented in regards to items being left on the beach at night. In past years, you could leave tents, umbrellas out over night...now they require you to take all toys, chairs etc up with you each evening (this is due to turtle nesting). One item I would invest in here locally is a folding beach chair and boogie boards if you think you will use them. They are usually twice as much there. Most chairs rented at the local resorts are so heavy you can't move them by the water. I like being close to the water so that I could put my feet in and be closer to the kids.
Also take some white vinegar in a spray bottle...if you get stung by jelly fish, this is what they recommend putting on the sting. Jelly fish were bad while we were there last summer (1st time out of 4 visits).
I love this area...enjoy your visit.