I agree with redzinnner's post about Siesta Key being CROWDED! If you don't get to the parking area by 10AM (some days even earlier than that!), you will not find a parking spot. You would definately need to find a vacation unit ON the beach to enjoy that area. We have a condo in Sarasota and get up early to head to the beach during prime time (weekends are worse than weekdays).
As far as Anna Marie Island - traffic can be a nightmare - especially if you get stuck behind the trolley which makes constant stops.
That being said - Siesta Key is our most favorite beach. Easy to walk, love looking for shells and sand dollars (though it can be hit or miss - depending on the day/week/month). Found over 100 sand dollars one day in February! Was giving them away as we found so many that day.
TIP: If you do decide to stay on Siesta Key - be sure that the unit you choose is within walking distance to a beach access, or better yet, RIGHT on the beach. Some of the accommodations advertise as being right across from the ocean, but fail to mention that you actually don't have beach access.
Feel free to send me a PM if you have any questions regarding Siesta Key and I'd be happy to answer them.