Cape Town is a windy city... for those of you who haven´t experienced it first hand. Windy days are generally not good for going to the beach, but because the Cape Peninsula has beaches on both the east and western facing sides it means that there is generally at least one beach, somewhere, that is protected from the wind (which means your sandwiches won´t get sandy, hooray!)
The prevalent summer wind is the South Easter and as the name indicates, it´s best to avoid beaches on the eastern side of the peninsula when she´s gusting. Head to the west, and even better, head for one of the small little cove beaches, Bakoven is one of many. Parking is sometimes a bit tricky and access isn´t the easiest, since these are tiny beaches tucked away in residential areas... but they are worth the effort, especially on a windy day.