Hike the beaches of Harrington Beach State Park for a great sandy day trip along Lake Michigan!
This state park is about a 30 minute drive north from Milwaukee on I-43. It has beach access along it's entire length, multiple hiking trails, and a great quarry lake that can be used for fishing, hiking, or general exploring.
From the parking lot, you can go and hike one two areas (of course they both meet up):
You can take the beach trail all the way from the North Beach down to the South Beach, and then loop back on the paved woodlands trail back to the parking lot if you've had your fill of Lake Michigan.
In the wintertime, Lake Michigan beaches are well known to freeze over and fill up with ice shelves, be extra careful not to get too close to freezing water for obvious reasons.