Anse Capucins comes highly recommended. It's definitely worth the walk from Anse Petite Marie-Louise to Anse Capucins, as it's the most beautiful beach we've found so far on Mahé. It's also not touristy; we only met one other tourist along the entire route, who was with a local guide. Occasionally, we strayed from the not-so-clear trail, and as a result, it took us a bit longer than indicated. Sturdy footwear (at least sneakers) is a must, and you should also bring plenty of water due to the high humidity.