Hi Dark angel, pretty bay is at the bottom of the island in Birzebuggia, although it is quite a nice,big sandy beach I wouldnt say 'pretty bay' is apt as it is slap bang next door to the dry docks! You will be directly looking out at all the cargo ships and cranes!!
Also,when we were there a few weeks ago there were an awful lot of jelly fish really close to the shore, so if you have kids then look out. We stay in Marsaxlokk so Birzibuggia is handy for us but depending on where you are staying, there are nicer beaches.
We like Ghan Tuffieha and gnenja,both a little trickier to find,but worth it when you do!
Everyone likes different things and has different requirements, so my advice would be to visit all of the beaches and see what you think. They are all so different and where one may be nice because it has watersports you may prefer something a little less touristy? Its so great that the island is small because you are never that far away from the next place! ENJOY!