Go to one of the grocery stores off of the main square to get cervezas, then return your bottles for deposit returns. There are margaritas the size of your head available at Costeno's, which is located right on the beach, straight down from the plaza.
If you are looking for a more upscale establishment, try Don Pedro's also on the beach or head to the plaza and check out Miro Vino or Calypso. If you want to learn about and sample Mexico's finest Tequilas, then try Sayulita Fish Taco.
