Don't deny that Poole harbour and Sandbanks Beach is a spectacular area - especially seen best from the Barfleur sailing out towards Old Harry Rocks. Nearest Caravan sites are probably CC site at Wareham or Sandford Park though.
Best way to see the area is to take your bikes, park in Poole Town and cycle to Sandbanks. If you have the inclination,and energy, you can then continue along the promenade to Bournemouth and even as far as Southbourne, but don't forget you have to cycle back!!!!
Out of choice though I'd prefer to park in the Port Car Park at Royan for nothing, and have a choice of three equally super beaches to walk to or stroll around the port and marina with a more than fair chance of having some sunshine.