The commercial anchors at Willy are ridiculous. Think 520 bolts in a 3 m2 area. Tags and metal crap everywhere near fantastic gear options. Yay.
We stayed at Gracetown caravan park which I would completely recommend. Relatively cheap with fantastic cooking and bathroom facilities.
I would strongly recommend that you don't bivvy on the beach - at least near Bobs Hollow. CALM apparently checks beaches (esp Bobs) and fines people. Try not to be a visitor that stuffs it up for the locals.