Cruisinsusan said the same thing I would. I loved Sapphire Beach, but haven't been to Coki, so I can't compare. We had time at the beach and then went into town shopping.
We went to the beach first thing, and there was no one there! It was incredible. Can't wait to go back!
Did you post your question on the Destinations - Caribbean board? Maybe someone can give you more information about Coki and you can compare.
I was looking at the following website, and it said that natural shade is limited at Coki Point and there was nice shade availabe at Sapphire. Hope this helps!