Okay, okay. So maybe we are guilty of becoming huge fans of every place we visit during our Where I Live : The Emerald Coast series, but seriously, Grayton Beach State Park may just be our favorite. For now. ;) The Western Dune Lake is located in the middle of Grayton Beach State Park which is a wonder in and of itself since dune lakes are rare along the Emerald Coast. This is the place you will want to bring your family to camp, swim, hike, bike, canoe, kayak or enjoy a beautiful day on one of the Emerald Coast's protected beaches.