Recovery items for self recovery:
High-lift jack capable of getting the wheels well off the ground. (you can lift the car right up and fill in the holes you just made getting yourself stuck)
A good shovel.
Maxtrax boards or something similar.
Winch and ground anchor (if you don't have a ground anchor you can bury your spare wheel in a hole and hook the winch rope to that)

As always its a good idea to let your tyre pressures well down before running on soft sand. (Also an electric pump to get back to road pressures when you come out)