The water along the beach in Gulf Shores seems to be pretty polluted and I wouldn't recommend using it. It seems most of the time the wind blows west to east which brings in water from Mobile Bay. If you're down there in a rare spell of east to west winds, the water is much cleaner. But even then, I don't think I'd use it.
I bet if you could go out a few mile and get some water, that would be fine. Who knows what beach water has in it though =/