The Gulf beaches have waves perfect for small children, but I only saw one surfer the 1 1/2 days I was there. The Atlantic has taller waves.
I don't know if there is a water temperature difference between the Gulf and the Atlantic, but I always thought the Gulf water is warmer.
Siesta Key is beautiful and posh. They have limited parking, but if you can get a space, the place has a concession stand, nice picnic area, good restrooms and changing areas. Should the beach be too crowded, Venice is just to the south and has more parking. St Pete and Clearwater have nice beaches.