Some places like banana Beach and Ramons have a short seawall that helps to keep the beach but it's not that big of a deal. At BB you can still enter the sea from the seawall or a few feet off either side of it. It's a little rocky for a few feet off the beach and after that fairly sandy...the main thing is the seagrass which is everywhere...I think that's why some places say something like swimming off the pier...Mainly to help avoid the seagrass..If I'm wrong someone please correct me...I've only swam off the pier once and it wasn't entirely on purpose.
You can walk as far on the beach as you want. There are a couple places that you go up a couple small steps and I suppose technically you are on a "hotel" beach but my understanding is that the beaches are all public. I've walked from BB down to Ramons along the beach and you could go further if you want. Some spots are good for jogging some not. As for shells, I've found some conch shells walking along and some small shells. I hope this helps.