Many of the beaches are rocks, not sand. Juan-les-Pins has sandy beaches; I forget which others do, but check carefully if this is important to you.
For me, some of the more memorable places were the gardens at the top of Eze Village, the car collection and aquarium and Jardin Exotique in Monaco, the Fondation Maeght in St. Paul de Vence, the Villa Kerylos in Beaulieu, the view from La Turbie down to Monaco and the Mediterranean, and the town of Haut-des-Cagnes (the best of all for me).
Rick's Provence And The French Riviera book has details of all of these except Haut-des-Cagnes, including how to get there by train or bus. He also describes lots of other places in the region; see which interest you. His general France book has much less information about this area.