To learn more about the island's marine life, evening guided tours to Shanfu Ecological Corridor (杉福生態廊道; Shānfú Shēngtài Lángdào), the only inter-tidal zone on the island open to the public, can be arranged at all homestays.
The best place for a swim is at Zhong Ao Beach (中澳沙灘; Zhōng Ào Shātān). The beach at Vase Rock is nice for wading or snorkelling, while the tiny but picturesque stretch of shell-sand beach at Geban Bay (蛤板灣; Gébǎnwān) makes for a sweet picnic spot.
Be sure to wear something on your feet if you go into the water as the coral rocks can really cut you up. Also, don't go more than 20m from shore unless you are wearing fins; there is a nasty undertow around the island.