I let my dog swim at Myrtle Point ONCE. If you walk for a while on the trail, there are some great little private sandy spots to let them swim.
Unfortunately, it was my dog's first time swimming - she got crazy excited, and bounded out of the water, and ran all the way back to the parking area, with me on her heels. It was great excercise for both of us.
But seriously, it really is a great place to let your pup swim.