Sayulita runs along a beautiful stretch of beach just north of Puerto Vallarta and the Bay of Banderas. For most of the year the water is clear and lends itself to swimming, surfing and even snorkeling, although in the rainy season water runs to the beach from nearby rivers and it's a bit cloudy. The main stretch of beach is the most popular, although Playa de los Muertos (around the corner at the north end of the beach) is also a local hotspot. In addition to renting surf boards, boogie boards and snorkeling gear is available from many places along the beach and in town.
It's important to note that there can be a very strong undertow at the beach in Sayulita, especially as you more further south. Children should ALWAYS have a parent close when swimming, and nobody should swim in the area in front of the trailer park.
There are many places to rent beach chairs for the day in Sayulita. I usually rented from Luna Azul, where $10 US/CAD gets you two reclining beach chairs, a table and an umbrella for the day (save your receipt!). Beside Luna Azul, in front of Breakfast.Net, you can rent a palapa (grass umbrella) with a table and four non-reclining beach chairs for the same price. Further down the beach to the south, some beachfront restaurants were offering two reclining chairs with an umbrella and table for $15. I know this sounds really bad, but I would always leave my stuff on my beach chair while I went swimming or surfing. I left clothes, money, my camera, everything. I felt it was pretty safe, and I also felt like the other tourists around me would have kept an eye on my stuff. The best thing to do is to come down before breakfast and claim the beach chairs you want with your towel, then return after breakfast and pay when the chair attendant comes around. Sometimes they don't come around until noon or even later, so don't feel bad about sitting in a chair you haven't paid for.
I went to Sayulita with the goal of standing up on a surfboard. I heard that El Tigre was a good surf school, but nobody there seemed that interested in approaching me (was I supposed to wave my money around in the air or something?). I ended up taking a group lesson from Luna Azul for about $35 US/CAD, which included ninety minutes of instruction, a rash guard and an hour of surfboard use after the class. On the day of my first lesson the waves were absolutely huge (even at the north end of the beach, where it's usually safe for beginners). We were getting thrown around like the balls in a bingo machine. However, I did manage to stand up, but only for a few seconds each time. For the rest of the trip my body absolutely ached from being tossed around like that, so I stuck to boogey boarding.
The next time I visited Sayulita was during the off-season, so it was harder to find a group lesson to take. I asked again at Luna Azul but they didn't have anything on the schedule. However, when a "freelance" surf instructor came by the shop to rent gear for a student he'd met on the beach, the shop told him to come out and look for me to see if I still wanted to go out. I really appreciated that, as the shop didn't make any money off my lesson. This time the waves were a bit smaller and our instructor had a bit more fun with us. Both myself and the other student were standing up almost right away, and we learned a bit more about how to safely paddle out without getting knocked off our boards (and I learned how to fall onto my board instead of falling into the rocky water!). I don't know the name of my random surf instructor, but I wouldn't hesitate to recommend lessons with some random guy on the beach!
I visited Sayulita in March 2007 for a short vacation, and one of the highlights was getting a fantastic massage from Michael Abramson. While some street noise is audible from his 2nd-floor, open air studio, the atmosphere he's created in his space is conducive to deep relaxation. Michael balances professionalism and his extensive knowledge of bodywork with a friendly, charismatic casualness that instantly made me comfortable. In the past 15 years I've had too many massages to count, and this one was definitely in the top 5%. I don't remember exactly how much I paid, but it was reasonable. Scheduling can be done by e-mailing, calling, or just stopping by and writing a note on his white board. His studio is a few blocks from the beach/plaza, but I don't remember exactly where. Michael seems to be pretty well known around town, so if you ask around you probably can find someone to direct you.