Hi Gail,
This time of year we are likely to only have 2 small "peep" sandpipers here in the Bay Area; Western and Least. Frankly, that's true year round, but during migration in spring and fall we can have a lot more shorebirds passing through and telling size isn't always the easiest. Plus, Sanderlings are around (more often at the coast than on the bay, though I see them at the Dumbarton Bridge all the time) to cause confusion.
Your photo shows off the dead giveaway marking for Least, which is the yellow leg color. Both Western and Sanderling have dark legs. In this case it is diagnostic, but I don't rely on it the other way. If you see a peep with dark legs, it could be a Least that's been foraging in the mud and gotten dirty.
In general, a Least will look darker, have a relatively short bill, sometimes a little downcurved. They also tend to prefer salt marsh habitat to coastline. Westerns are lighter, have a longer droopy bill, dark legs, and can be found both at the coast and in marshes. Some people say that Westerns have a front-heavy appearance, as though their legs are set too far back. Sanderlings are typically even lighter than a Western, with distinctive dark shoulder markings. They are a hair bigger than a Western, but again, size is tough to judge in the field. The big thing with Sanderlings is that they move a lot different than the peeps. They run and stop, often to stay out of the surf, and don't forage in the same meandering manner that Leasts and Westerns do.
Great photo...where did you take it?
Andy - Newark, CA