Well, given, it's not quite as great as I would like it to be, but here's how I built it:
Note: this method for building a pier only works if you have the walkway itself on beach+1, and pillars at beach+0
1) Build floor tiles out as far as you would like the pier to go.
2) Build bridges alongside the edge of the pier on the beach level (bridges are preferable over floors because when deconstructed, they leave their materials on the same z-level)
.....BBBBBBBBBB~
.....~~~~~~~~~~~
.....~~~~~~~~~~~
.....~~~~~~~~~~~
.....BBBBBBBBBB~
3) Build single walls along regular intervals underneath the floor of the pier (the floor will support the wall below)
.....BBBBBBBBBB~
.0..0~~0~~0~~0~~
.....~~~~~~~~~~~
.0..0~~0~~0~~0~~
.....BBBBBBBBBB~
4) When you get to the end of the bridge, build another bridge in between the last pillar you built and where you want your next pillar built
.....BBBBBBBBBB~~~
.0..0~~0~~0~~0BB~~
.....~~~~~~~~~~~~~
.0..0~~0~~0~~0BB~~
.....BBBBBBBBBB~~~
5) Build the next pillar (should still be supported by the floor)
.....BBBBBBBBBB~~~
.0..0~~0~~0~~0BB0~
.....~~~~~~~~~~~~~
.0..0~~0~~0~~0BB0~
.....BBBBBBBBBB~~~
6) Build the next long bridge next to the pillar, which supports it
.....BBBBBBBBBB~BBBBB
.0..0~~0~~0~~0BB0~
.....~~~~~~~~~~~~~
.0..0~~0~~0~~0BB0~
.....BBBBBBBBBB~BBBBB
7) Repeat steps 3-7 until pier is at desired length
8) Take great care while deconstructing the bridges, so that you leave no material on the seafloor
9) Enjoy tossing captured goblins off the edge of the pier into the ocean to feed the fish.
What this method doesn't do that I would like to do eventually:
It doesn't do anything under the water. The pier is supported only by the floor attached to the land and the pillars on the beach. Eventually, I want to deconstruct the whole thing and use magma to make obsidian pillars under the water. This, however, will take quite a bit of time and planning. First, I want to make stone houses for all my dwarves and have a basic layout for the city down. It might also wait until I have the harbor wall started, which would make it laughably easy to make a pier (the ocean is only 1-zlevel deep, so I could just make a harbor wall, pump out all the water, and then use surface construction methods.