As for other places, I'd recommend Torrey Pines State Park (right on the ocean, north of La Jolla) and Cabrillo National Monument, which is at the end of Point Loma (the penisula on the west side of San Diego Bay). You get a pretty nice view of San Diego downtown from Cabrillo.
For beach exploration, going to Mission beach / Pacific beach and walking the boardwalk will get you some good views (and it's usually pretty packed mid-day on the weekends), and walking (or biking..) along Mission Bay is nice, too. There are volleyball courts at the southern part of the board walk, and I think maybe a few randomly along it, too. Surfing you can always find at the northern end of Pacific Beach, and also La Jolla Shores and a beach at the end of Tourmaline Street in north Pacific Beach. Look up Tourmaline Beach. It has pretty consistent waves, but generally tamer waves, so you probably won't see anything crazy there.. But they are good waves. This time of year the waves are starting to slow down, too, so it'll be harder to find big crazy surf (which usually isn't the best to surf, anyway..). There are also a number of consistent spots along Sunset Cliffs Blvd in Ocean Beach, too, and right at the base of the Ocean Beach Pier (which is a famous place to check out, since it's the largest public fishing pier on the West Coast, or maybe just in So-Cal, I'm not sure, hehe..). But right, you can be standing up on the pier to take pictures of surfers, if the waves are goood, and that spot is usually pretty consistent. Really, you can find people surfing anywhere, but a lot of times, surf is hit or miss. They're always out in the water waiting, though..
Sailboats I would say you're more likely to see off San Diego Bay, rather than Mission bay, but I don't know much on that one.. I tend to see them when I go to Cabrillo, but they are either sailing into or out of the bay.
And as skimamf mentioned, definitely try to get to Coronado Island (the island in San Diego bay), and Coronado Beach (on the island..). It's my favorite beach, just really a pretty place.. nothing very exciting, really, just a huge amount of sand, and generally a quiet place. There isn't really much surfing there, though. But the hotel there is where the movie "Some Like It Hot" was filmed. And just remember the whole island is like 25mph, so don't go speeeding over there! : D Oh right, and skimamf also mentioned La Jolla, which is also a great place to check out. That's where the seal beach is, which is right at La Jolla Cove (there's a nice little park there, too), where seals hang out on the beach, and you can go and watch them (from above). I thiiink they're there year round, but not sure. It's where they raise their pups. (And not to be confused with SEAL Beach, the Navy SEALs training beach, which is at the end of Coronado beach, but I digress..)
And if you reeeeally have some time, and like an adventure, look up the Salton Sea, haha.. The weirdest creepiest place around... The old abandoned part is at the south-eastern part of the sea. North eastern part has a camp ground and the info center. It's about 3 hours east, though.. But you drive through Anza-Borrego desert to get there, which is a wonderful place! : D
But right, have fun! : D