It is possible to walk from Swanage to the chain ferry at Shell Bay in about 3 hours, passing through all the lovely beaches in Studland Bay.  These are, in order from south to north : South Beach, Middle Beach, Knoll Beach and "Bottom beach" (nudist area).

South Beach has lovely soft sand, a peaceful swimming area, and Joe's cafe, which serves fresh coffee and loans beach toys. 

Middle Beach has a larger cafe and toilets, but can sometimes be clogged up with seaweed.  Be careful about the coast path from South Beach as it is inaccessible at high tide, and you will need to take the cliff path by Fort Henry.

Knoll Beach has fantastic water sports.  You can hire pedalos, kayaks, sailing boats, water skis, and windsurfers.  You can also go out for a ride on a power boat, and for the more adventurous, you can have a Banana Boat ride.  The Banana Boat is recommended for those who like an exhilarating ride - you go quite fast and you are guaranteed to get wet, even if the power boat driver doesn't succeed in tipping you off!

We'll pass swiftly through "Bottom beach" with our eyes turned to the horizon, and before long, you'll find yourself in Shell Bay which has great views and is recommended for dune jumpers. 

If you don't want to walk back to Swanage, you can catch the open top bus number 50 from Shell Bay.