From what I understand, You run a huge risk of disease or other kinds unwanted conditions. Especially from public beaches. BUT, my fiance' went down to Galveston a few months ago and brought back a few small anenomes and some snails, Nasaarius, a introduced them into our tank while I was at work.
But, as it turned out, we got really, really, really lucky that nothing went wrong since Galveston has to be the dirtiest beach on earth. In fact, they are my best cleaning snails, and the anenomes ( i got rid of the bigger one right away from fear of disaster) is still alive.