I, too, use the dry bag that I got from amazon:
http://www.amazon.com/Version-Trendy...2121228&sr=1-1
With this, I can take my nook kayaking, to the beach, camping, and I'm not worried about sand or it getting wet. The zip lock isn't heavy duty enough for these uses, I don't think. I want to be SURE there will be no water or no sand getting in.
As far as leaving it on the beach to take a walk, I do it. I just tuck it in my bag, and stow that under a chair or towel. Depending on where you are, I guess, the only ones that seem to bother people's stuff on the beaches I've been at are the sea gulls looking for food! Or you could just take a lightweight shoulder bag on you walk with you and keep it with you, like you might your phone and money....