I, too, recommend Sanibel. We've been vacationing there every summer for the past 15 years. On the way to the island is a pretty decent outlet mall if you're into that--Gap, Guess, Coach, etc.
Once on the island, take the Stars and Stripes boat ride to see the dolphins. They jump behind the boat so closely that you can almost reach out and touch them. Sometimes the captain will turn the boat off next to them as they're hunting for fish and it's so amazing to hear them take their breaths. Be sure to get there about 10 minutes before your ride time so that you can be first on the boat and sit in the back. Also, be on the lookout the entire boat ride--the more eyes looking out for dolphins the better!
Also, Sanibel Grill has the most amazing fried grouper sandwich and sweet potato fries. This is coming from someone who usually hates fish! Or, if you like burgers, Cheeburger Cheeburger has AMAZING burgers and any milkshake flavor/combination imaginable.
JN Ding Darling can be hit or miss. There've been times where we've seen not a thing and times we've seen 6 foot gators.
If you make it over to Captiva, there are some of the most eye-poppingly stunning homes on the beach there. Also, the Bubble Room has a to-die-for Red Velvet cake. Their food on the other hand is not the greatest so I recommend buying the cake at the counter and eating outside the restaurant at their outdoor tables which are open to anyone. If you'll be on Captiva in the evening, I heard some place has hermit crab races which always sound fun.
The beaches are definitely some of the best for shelling. If you find a junonia shell, you get your picture in the paper!
If you're looking for an eclectic shopping experience, try "Needful Things" in the same strip mall as Cheeburger Cheeburger.
Hope this helps!
