There are many beaches around Bilbao; the ones you should visit are: Las Arenas, Plentzia, and the beaches of Sopelana. All these beaches can easily be reached using the Bilbao metro.
Las Arenas is an urban kind of beach close to the famous Bizkaia bridge in Getxo. It has a sailing club and is a nice place to relax with a drink.
Plentzia is a quiet beach popular for watersports and it has access to the impressive Butron castle when there are no waves, at low tide.
Sopelana is famous for its sheer cliffs making the area ideal for hang-gliding and climbing. Arrietara – Atxabiribil beach is famous for surfing while nudists head to the Wild Beach – Barinatxe, or Meñakoz
Cliff Walk - Punta Galea
If you want to do something different, take the metro or bus and head to the cliffs of Punta Galea on the Basque Coast. Reach Punta Galea early and do the beautiful cliff walk from Punta Galea to Sopelana. Here is an excellent link with details of the cliff walk in the area.
Urdaibai nature reserve
You can also go by bus to the Urdaibai reserve natural park, famous for hundred of species of plant and animal life. The estuary also has surfing beaches - Mundaka is the best known - and the area has remnants from prehistoric, middle and Roman times. The Santimanine cave in the area has cave paintings from the Magdalenian period.
Blue flag beaches around Bilbao
Here are coveted Blue Flag beaches of Bilbao; these are easily accessible by metro
Las Arenas Beach
Less than one kilometre from “Areeta” Metro stop through the streets of the Las Arenas district. It is a small urban beach, all of 240 metres.
Semi urban beach, under the La Galea cliffs with views of the river mouth and the Aixerrota Windmill. Accessible from Bidezabal Station though entails a long steep walk
Picturesque beach that has been awarded Blue Flag for its quality of its waters and its unique natural setting. 2 Kms away from “Berango” Metro stop but accessible by bus. This beach is popular with naturalists.
The strong currents here has given the beach its nickname ‘Wild Beach’. Popular with naturalists and wind surfers. By metro, get down at “Larrabasterra” Metro stop and walk for 2-kilometres through the town of Sopela. There are frequen buses to La Salvaje.
Bilbao beaches that are accessible by metro are listed here.