Pretty much the entire lakefront is strewn with beaches. Some are quite narrow and close to the roadway, but others are broad and far away from the traffic on Lake Shore Drive. You can rent Divvy bicycles (the blue ones in the foreground, $10 for 24 hours) at several spots scattered all over the city and ride along the lakefront to any of the many, many beaches. The city is currently creating a second path so that bicyclists have a separate trail from the runners, dog walkers, and meanderers.