The best beaches are north of La Paz rather than in the city centre. Balandra is the showpiece: shallow, protected, pale, and tightly managed to limit pressure. Tecolote is more relaxed, with restaurants and a wider beach-day feel.
Closer to town, El Coromuel is convenient for a quick swim, while Pichilingue is useful if you are already heading toward the ferry port. Bring sun protection; shade is limited and the desert light is strong.