Naturist campsite in Western Peloponnese, Greece

ελληνικά

Kaiafas (or Kayafas) is an immensely long beach with very pleasant soft sand, which makes it perfect for jogging at the waterfront,
beach sports, capoeira or whatever you can think of is good on sand.
Proximity to ancient Olympia (Ολύμπια) probably may give some additional inspiration for practicing sports in the nude and combining it with some music and dancing, as ancient Greek athletes did. There is also a lake and nice pine forest, 
and enough space for camping.