Ballena is reached by walking down from the Ballena Trail in the Guanica State Forest, which keeps it quieter than Caña Gorda next door. The beach is a curve of coarse coral sand with rocky points at either end, and the water is deeper and clearer than at Caña Gorda. There are no facilities — no parking close by, no toilets, no shade beyond what you find under the manchineel trees (don't shelter under those: their fruit and sap are toxic).
Bring everything you need, including reef shoes if you plan to snorkel along the points. The combination of dry-forest hike and quiet beach makes for a satisfying half-day.