I like the metal fold up kind of beach chair, mostly because they usually do have that storage pocket in the back, which means I don't have to carry my chair and a tote to the beach. It all fits in the pocket. Most of these pockets have either a velcro or snap closure, and they're plenty big enough for sunscreen and a bottle of water. I can make a place for my water by digging a little hole in the sand, so I don't have to have a drink caddy in the chair.
Umbrellas are nice, though.