Hya John, i live pretty close to Sandyhills Bay, it is a very small bay with some golden sand and some rocks along the left hand side to climb and look in rockpools, it has a nice handy and well stocked small shop with a cafe attatched (i haven't used the cafe) and it is a very small site with statics on it and 2 or 3 of those wooden huts that folk seem to be calling wigwams!
There is a small playpark with swings, a seesaw and a wooden climbing frame with a wee hut on top to hide in, but other than what i've mentioned there is nothing else on site. Close by there is a horse riding facility and golf, Dumfries is good for shopping and there are lots of atractions round about that i have been with my kids so it really depends on what age your kids are, my kids love that beach though.