I went there with my family about 20 years ago and we loved it . Not sure what there is to do there now but we enjoyed the beaches at Llanbedrog, Nefyn, and Morfa Nefyn. I'm sure you could hire windbreaks then, but I think we may have had our own.
Dunno about Nefyn but the base of the peninsula, around Porthmadog, is lovely. Great beaches (Black Rock, Borth y Gest, Criccieth if you like pebbles) and Portmeirion. If it rains, Ffestiniog Railway, or one of the slate mines.