I'm jealous. Definitely just have continuously circulating water straight from the ocean. You will have the healthiest tank/lagoon anywhere! That is exactly how monterey bay aquarium in california does it. They have a couple of exhibits that gets their water directly from the ocean continuously. The only problem with doing something like that is you have to have a system designed for cleaning out the plumbing on a regular basis. It won't take long for the pipes to get cluttered up with all kinds of stuff and even clog up.
Monterey bay has this missle like thing they shoot through their pipe work from time to time to keep it clean. They also have to hire divers to go out into the bay where their intakes are and chisel away at all the barnacles and algae that grow on the pipes.
It seems like a lot of work, but considering you could get away with no skimmer, no calcium reactors, no heaters, no chillers, no additives or anything, it would still be a lot less work in the long run I think. Good luck and learn how to post pics quick so you can keep us all updated on this! Thanks for sharing!