I have to chuckle as to your question… did someone sell you beachfront property in Arizona?

Now, to answer your question, stain and varnish will be an acceptable finish for wood at the beach. You need to make an informed choice. The constant sun will take a toll on the clear finish. If you choose, and I would, realize you will need to varnish the surface EACH YEAR without fail. I have found the best time for this is early spring after the summer and winter have done the damage it can and before the new summer sun has beaten the old finish too far. Go to your paint dealer and get an exterior grade varnish.