I just got one from Costco last month. It's kind of like a half tent and it goes up in one pull.

We just got this sunshade from amazon:
http://www.amazon.com/Genji-Sports-Family-Beach-Sunshelter/dp/B002970M1E/ref=sr_1_6?s=sporting-goods&ie=UTF8&qid=1305830084&sr=1-6
I was a little skeptical, but its AWESOME. It's really light and you just unzip the bag and the thing pops open. Closing it is about as simple , and it fits easily back into the carry bag. I picked it up for the beach this summer with my 6 month old little guy, but we've already used it a couple of times in the yard. Oh, and it has a floor as well, which I think it useful.
The only small thing to note is that I actually paid ~40 for it on amazon a couple of weeks ago- their prices seem to fluctuate a bit, so I'd recommend looking elsewhere too.

Beach-going, super-pale white girl here. The key to beach umbrellas is to get one of the augers to set it in the ground. Like this.
http://www.amazon.com/s/ref=nb_sb_ss_i_0_20?url=search-alias%3Dsporting&field-keywords=beach+umbrella+auger&x=0&y=0&sprefix=beach+umbrella+auger

Wind is your enemy with beach shelters, so as much as I like the tent things, I've always had them collapse or blow away. They also usually have a floor which makes playing in the sand under them impossible. They also get filled with sand you have to shake out or get all over the car.

I love the family size cabana from One Step Ahead. When I only had one or two babies, the baby size beach tent was lovely, but now with four bigger kids, the cabana works GREAT. A cinch to set up, lightweight, easy to pack, can be zipped up to provide a napping place or some privacy for swimsuit changes.

http://www.onestepahead.com/catalog/product.jsp?productId=534648&cmSource=Search

We are going into our fourth summer with this smaller tent from One Step Ahead. Super easy to put up & down (kind of like an inside out umbrella) but, as the reviews on the site attest to, a bit of a challenge to get back into the stuff sack.

Great for naps, nursing, snacking, and play. It has been great.

http://www.onestepahead.com/catalog/product.jsp?productId=536535&cmSource=Search

Another vote here for the family size cabana from One Step ahead (noted above). We've been using ours for 3 years now. It's easy to put up, sand pockets help keep it from blowing away, and there's a little 30 second video on their website showing how to take it down. (It's a cinch, but it helped me to see someone doing it.) One note: It was great for our little family of 4 (the youngest of which is not yet 2 years old); however, don't be fooled by the spacious look of the catalog/website photos. I think in real life it is not as big as it appears in the photos.
Another bonus: last year it was great for getting a little bit of privacy while nursing at the beach.

We live on Oahu and are at the beach with our two little ones (8mo & 2.5y/o) every weekend. We have the Skincom Solartent for 2: http://www.skincom.com/easy2E.html
Not as easy to set up as those pop-up half tents, but still pretty simple to put up by yourself. It packs down small enough to fit in a beach bag but is big enough to fit two adults and two kids, easily. Bonus: it's low and wide so even with the ample shade offered, it doesn't dominate the landscape.

I have a Sport-brella and I love it. It's a bit long in it's carrying case, but it's so easy to set up.

My family has been in search of the perfect umbrella for 30 years. :) We've always found the best selection in the local stores near the beach, not at home before we go. We like the ones with (1) a carrying case with shoulder strap; (2) one with an auger/anchor as mentioned above (some come with them or you can buy separately); and (3) one with a vented top flap (like wind-resistant rain umbrellas have) so it won't get blown over. Take into consideration how windy it gets where you're going; on our beach, gusts regularly blow away many of those tents and cabanas.

Seriously?! Take the pole out of the bag insert it into the sand, twist a little to get it deep enough. Attach umbrella and open. Enjoy.
It's not hard. If you really are not able to do it yourself, ask the mother next to you for help.