Dakar's best beaches are found in the north of the peninsula. Plage de N'Gor is often crowded; if so, you're better off catching the frequent pirogues (CFA500) to Île de N'Gor, which has two small beaches.
Dakar has decent waves and a growing surf scene. In Yoff, Plage de Virage is good; Plage de Yoff is rubbish-strewn in parts but waves are strong enough for surfing. Malika Surf Camp, École Surf Attitude and N'Gor Island Surf Camp can point out additional surf spots; they also run courses and hire out boards.