If you want to be next to the sea I've stopped at Mossyard which is a bit further west than Dumfries, being about 2 or 3 miles west of Gate House of Fleet
See the website at www.mossyard.co.uk
The lower field, which has hook ups, is right next to the beach. The weather is usually fine, this area seems to have its own micro climate, probably because it is so sheltered.
The nearest shops are at Gatehouse of Fleet. If you like ice cream then Cream of Galloway is a must, as is The Clansman Restaurant at Port William, drive over to Glenluce and enjoy a slow drive down the coast road.
The A75 has several smoke houses you can visit, the food generally being excellent if a bit expensive.
Too much stuff to do in the Dumfries and Galloway area, you love it I'm sure.