I've been to Holkham a few times - only for the day though. It costs £7 to park your lorry or horse box for the day and the beach is awesome, last time I went was April 2007 and it hadn't changed at all since the time before I went, which was 10 years previously, hardly anyone there, and we spent 5 hours riding on the beach going up one way and then the other. Would recommend it, had a wonderful time. Have a look at
http://www.bridlerides.co.uk/ which gives info about B&B and bridleways including beach rides - they give you routes I think (I haven't used them), I think I remember the BHS do a book that lists B&B's that cater for horses and their riders...