I understand it's okay to say, "We went to the beach in my car".
What about the following sentences? Are they also fine?
1. We went to the beach by my car.
2. We went to the beach with my car.
You can say "by car" but not "by my car."
Don't use "with" at all.
I'm not a teacher, but I write for a living. Please don't ask me about 2nd conditionals, but I'm a safe bet for what reads well in (American) English.