Legalities
It's hard to explain you didn't mean to break the law when you are holding a detector. Research that the beach you want to hunt is open for metal detecting. You need permission to hunt private property. Beaches designated as parks may be off-limits to metal detecting. You risk heavy fines hunting where it's not legal to do so. In some locations, hunting is allowed with a permit. Permits discourage many hunters who would otherwise just drop by for the afternoon. These beaches can be worth the price of the permit to hunt if you can hunt there repeatedly.
Hunting Recently Lost Items
If you are hunting recently lost items, find beaches with heavy recreational traffic. Lake beaches or ocean beaches are both good locations to hunt. Watch where the highest concentrations of people are and hunt in those areas first. Beaches are usually populated most heavily during weekends and it is best to hunt soon after crowds leave. Late Sunday afternoon and early Monday morning are good times to hunt. Find beaches that attract a reasonable amount of people away from the most well known beaches that other hunters are likely to frequent. Use a waterproof metal detector and hunt just off shore lines. More treasure and less junk is found just offshore.
Hunting Antiquities
If you are looking for long lost or buried items, research is beneficial. Find out where maritime activities took place in the past or where ships have sunk offshore. Study pictures from historical societies that give clues of past activities along beach areas. Coastlines change over time, so check old maps to compare the beach now to what it looked like a hundred or more years ago. Look for solid landmarks haven't changed much. Get as many hints as you can before you get to the beach to hunt. Once at the beach, look for areas where sand is shallow with hard rock beneath, and other areas where treasure cannot sink far or rapidly when buried. Gulfs and bay area beaches are good for this type of hunting.
Hunt Beaches After Storms
Any beach where metal detecting is allowed is a good prospect after a heavy storm. High winds blow sand away while leaving heavier items in place. Harsh waves sometimes wash items onto shore, too. Hunting any beach is easier when the crowds are lightest, too, and traffic at the beach is often light right after a hard storm.