I had my wedding and reception on the beach last September and we had our chairs and tables directly on the sand and nothing sank in more than an inch or two. If you are really worried, you can lay bamboo or some other natural material matting down (like this: http://www.kaplantoys.com/store/trans/productDetailForm.asp?CatID=0|0|0&PID=86991&area=froogle&WT.srch=1) or you can rent dance floors from a rental company and just get enough to cover the whole area. But honestly, I was really worried about sinking too but we didn't have any problems with sinkage.
Hope your wedding is perfect!
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