The long distance footpath the Jantar Szlak (translates: Amber Way) begins in the town and runs all the way to Gdansk along the coast, signposted with PTTK, yellow horizontal stripes on a white rectangle.
If you feel annoyed by the crowds everywhere, try moving to the Piaski village, 15 km further. It looks more like a typical Polish village. You won't have a problem with finding accomodation, although there's lack of the posh hotels. The beaches are almost empty comparing to those in Krynica. You'll almost certainly meet wild boars wandering around. Also you can walk along the beach to the Russian border (don't try to cross it even if you can't see the soldiers!).
MetaCamp (MetaCamp:Krynica Morska), Gdańska 128 (located in downtown Krynica Morska), ☎ 605520941 , . checkin: 8AM; checkout: 10AM. Independantly run campground that specializes in providing affordable accomodations to individuals, families, and groups. Spots are available from single tent to full-size camper. In business since 1994.10 pln. (18+,)