You may have wondered about the quarter-sized pits in the sand. They look to me like they were made by someone with a hiking stick and a lot of time for precision. Actually, they are traps of the first order made by Antlion larvae.* Because the larvae lay in wait under the sand at the bottom of their pit for unsuspecting insects (often ants) to get a bit too close to the edge, slide down the hole and onto the dinner menu, you don't generally see them. (Although some clever naturalists - I'm looking at you, Gary P - can trick them into appearing briefly by tossing a bit of a leaf into the hole.) The adults are also seldom seen, this great photo by Ned Harris notwithstanding, because they tend to come out at night. If it's any insect with wings, though, you can be certain it's an adult.
*Since this 'bug' undergoes complete metamorphosis (egg, larva, pupa, adult), it can't be a 'true bug'.