on the beach, I use a couple of 30" auger style anchors available from Northern Tools for a pretty reasonable $7 each.
http://www.northerntool.com/shop/tools/product_200336262_200336262On harder, more stable ground, I have a couple of 15" versions of the same auger. I've used the dog style screws for tie downs but I've broken three of the handles off while screwing them in the ground or trying to remove them from the ground. I've not had any trouble with the augers and a piece of conduit to form a "T" handle to work them into the ground.
