If you have fairly straight hair, don't try to force it into curls. Due to the humidity here, straight hair tends to fall pretty quickly.
If you have wavy or curly hair, pack a good conditioner and frizz tamer as you're going to need it! As a curly-head myself, I can attest to the frizz power of the beach. Be warned...
I find the best options are either a soft updo or a 'half up/half down' option. Either of these works beautifully for a beach wedding, keeping you cool and not worrying about how your hair is reacting to the climate.
Another recommendation is to have a trial run a day or two beforehand with the hairdresser you'll be using for the wedding day. Ask your wedding planner to set up an appointment and this way, you can take your time to work out exactly how you want your hair and you'll have no worries when it comes to the big day.
And as a photo says a thousand words, it's helpful if you bring along a picture or two of what you have in mind as most of the hairdressers here speak little English.