I'd be more concerned about salt damage.
I worked in the Hamptons and saw firsthand how the ocean would necessitate yearly repairs and maintenance.
+1 to the dehumidifier.
In particular, avoid high-air flow components that use bare boards without solder mask.Anything with a tube, and amplifiers fit into this category.A solder mask is a colored layer added on top of the copper/tinned parts to help reduce solder overflow and reduce corrosion. Think of it as a board insulator. Silk screen is applied on top of it to identify parts.
Some companies like Audio Research, commonly use bare boards without the solder mask but I read ages ago you can request solder masked circuits, which are much more resistant to humidity and salt air.Luxman is another company that in the premium parts uses bare, unmasked boards. They give it a fancy name like rubbed boards or something. Hogwash, but same idea.
The bare boards are usually pale yellow, and traces (not just pads) are tinned and appear silvery. Masked boards are of many colors, typically dark green, blue and red are used too. Traces are not directly visible because of the mask.
This issue is not nearly as bad in sealed components, like a DVD player, or solid state preamp that has no ventilation holes.
I wouldn't worry about it. If it sounds good to you - get that. If and when something wrong happens - throw it away and get new equipment. Unless you are talking about expensive equipment - then have it fixed. Much depends on your income. People wear out cartridges and tubes and computers. I don't know how panel speakers behave in this environment, though, but it's probably no good for any kind of speakers.
So this may not have been clear. The OP was talking about SALT WATER.
That is particularly corrosive. It doesn't have to rain on the gear to suffer from it. As I've read over the years, it will quickly corrode bare boards. You really want to use only masked printed circuit boards here, and even then, you are still going to suffer a loss of life span.
I lived in Hawaii in a house on a hill where strong winds carried air laden with both moisture and salt (coconut trees would die from salt damage). Any equipment left outdoors would be subject to accelerated corrosion. But, indoors, corrosion was not that big a problem. The salt settles out of the air pretty readily if it is not moving very vigorously. To be extra safe, I would keep the gear away from direct exposure to a breeze from the outside, and perhaps, a cabinet would help too.
As for humidity, it is hard to say how much it would affect the life of your gear and your CD's. I suppose certain kinds of gear are more sensitive than others. For example, I know that Martin Logan electrostatics are somewhat prone to failure from the wires leading to either stator or the diaphragm corroding in high humidity environments (a friend's speaker failed this way after a little more than a year of storage in his garage in the Washington DC area (a VERY high humidity environment)).
Thanks guys, for your input!
Surely, I meant more or less expensive gear, otherwise there would be no concerns. I have heard from the people leaving on the coast that electronics like TVs, DVD players do suffer from being close to a sea. This was the reason of my initial concern. Using dehumidifier or even just a towel to protect the equipment from an extreme moisture and salt is, for sure, useful and perhaps necessary (surprisingly, this didn't come to my mind). I personally do not like to leave the gear on when they are not in use, or even leave them plugged in even if they are used everyday (after all, the safety considerations) - I have seen amplifier bare boards with a constant electric current (because of the stand-on mode) after a few years of use, in an essentially poorer conditions than the rest of the boards in the same amp.
It is interesting whether an extreme heat or an extreme humidity is worse. In fact, I didn´t know there are bare boards made without solder masks, or did you mean another type of a mask (my tube amp (Manley) does have a solder mask). But did I understand correctly that, in general, tube stuff might be more sensible to the humidity (independently of how the bare boars are made, or because of tube sockets?). In an audio system, there are two necessary components, amplifiers and speakers, one cannot avoid them. Then one wishes to make an optimal selection for a given climate conditions.
P.S. Why a class D amplifier would be more resistant to the humidity(because it keeps inside the voltage, but tube amps also)?