surfing
Huge waves break along the beach during December and January, making for good surfing. Some surfshops won't rent out boards during this time, afraid it won't come back as one part.
beach
Enjoy the sun and take a swim at the beach.
kiteboading
Also popular is kiteboading. You can rent a kit at a few places. For first timers, a 3-day certification course is requirerd and is about $360. You spend the first 2 days on the beach learning how to handle the kite.