There is a really helpful page that would be good for you to check out. If you look at the
New Jersey Beaches page you will find information on the beaches in this area. It depends what you like from a beach for me to say which is the nicest. Are you looking for somewhere secluded and peaceful or something a little busier with more facilities?
Another page to look at is about the
Jersey Shore, again this has a lot of information on the beaches along the shore and what is avaiable to you. If you are looking for the closest to New York you should check the beaches along the North East Coast