There's lots of interest on this walk: Grade 1 listed buildings; fantastic views over Morecambe Bay (one of the most important areas in the UK for wading birds) along with the outdoor art of Morecambe's Tern Project. The route is mostly along the promenade with short sections along grassy footpaths around Heysham Head. There's also the option to walk some sections on the beach.
The recommended way to complete this walk would be to park on the foreshore at Hest Bank, catch a bus to Heysham Towers and then follow the walk back to your car. At the time of writing the Stagecoach number 5 bus (Carnforth to Overton service) operates once an hour, seven days per week.
There are plenty of alternative ways of completing the walk in sections using public transport or retracing your steps - a possible extension to the walk to Bolton-le-Sands provides wider public transport opportunities if you don't leave a car at Hest Bank. (the view - and the tides - will be different - though walking north provides the better views and usually has the wind at your back). Most of the directions are given for walking on the promenade - it may be possible to walk on the beach - but do beware quicksands and extremely fast moving tides (on the day that I photographed the Heysham to Sandylands section the emergency services were rescuing someone trapped on part of the beach by the incoming tide).
Link to web version of the walk.