At Hapimag on Damnoni beach, there are a great variety of water sports, including sailing. I'm not absolutely sure, but I think they are open to everyone, as they are run from a large hut on the beach, not from inside the complex. I think I saw them advertised outside the taverna further along the beach.
Inside their complex they also have tennis courts, and a five-a-side pitch made of synthetic grass. They also have beach volleyball. Don't know whether these are open to non-members though.
Wonder if they have a website?
Greecemad