Shifting Sands: When I first stepped out of the dunes at T. H. Stone Memorial St. Joseph Peninsula State Park and gazed toward the Gulf of Mexico and across the desert-like sandy beach, my first thought was, I can not take another step, I will ruin it! St. Joseph Peninsula State Park in Florida’s panhandle, is one of the few places in the state where footprints are rare, condominiums are invisible and the winds blow freely across the Gulf.