Well, i actually havent been there because it is over my price class, but the lonely planet recommends this one
http://www.hoshinosuna.ne.jp/ on Iriomote. Iriomote is a 35-50 min Boatride from Ishigaki.
This place would be in front of the beach and it seems to have japanese style rooms too.
The homepage is in Japanese, so better get somebody to help you with the booking. The rooms start at 9000yen a night with 2 meals and i think the rate for a double is 7500yen per person with 2 meals.
this guy blogged about it
Horizons in Everyday Life: Trip to 西表島 (Iriomote island, Japan) on 31 October - 03 November 2008
They also offer diving around that area and the trip on the river (around 15 min by bus) with a small hike to the waterfalls is also very beautifull.
Sorry, got nothing more, maybe ill see something on okinawa-honto in the next days. Theres some nice places on Hateruma and Yunaguni for aroudn 6000yen with food, but this ilands are a bit of the beaten track and dont offer big swimming beaches.