At Arillas beach you have the opportunity not only to explore and admire the beach but you can explore the island Gravia, which is opposite Arillas bay. The only thing you have to do is rent a  pedalo or canoe from Pedro, who is the person (unofficially) responsible for most of the beach activities.
He will be able to tell you the weather for the next day or even the day after... At Pedro you also can find sun beds, umbrellas , small sailing boats and windsurfing equipment.