forget SanYa. it just looks great in the brochure.
many beaches in HK are better than that
Malaysia, East Coast and outlying islands like Pulau Tioman or Pulau Rendang. Cheap, clean, safe and picture postcard beaches. Not so much for party animals though, but if you just want to relax and do some watersports/diving it's worth checking out.
If you are going in the winter or early spring make sure to check the weather/ temperature for Hainan/ Sanya. I remember it being a bit chilly and not great beach weather when I was last there a couple years ago. For affordable beaches with warm weather year round stick to Thailand or the Philippines.
If you are on a budget then try Koh Samet (not to be confused with Koh Samui) in Thailand. It's a small island in Rayong province, easily accessible from Bangkok. Lovely white sand beaches, cottages right on the beach, it's really beautiful...
koh samet - Google Search