Four-wheel-drive jardineiras (pickup trucks with bench seating in the back) park on the road between the main plaza in town and the dock. They leave for the beaches as soon as they have a full load. The most common destination is Taipu de Fora (R$12.50 one way, 40 minutes). Look for the 'Ponto das Jardineiras' sign and the drivers in yellow T-shirts. From the same spot, you can also arrange travel to the beaches by taxi (R$50 to Taipu de Fora).
One of the more popular ways to explore the peninsula is renting your own quad bike. There are several operations around town, but Locadora Ribeiro is the most popular. You can arrange the rental the day before and the operator will meet you at your hotel with the bike.