We just did a Gulf Coast weekend in Dec (first timers). $36/night Priceline rooms at the Country Inn and Suites Sanibel Gateway, and the posted rack rate for the room was $239/night!
Siesta Key has beautifully powdery white sand and a cool set up. The lifeguard said they get up to 5,000 people a day in the high season, but we had it practically to ourselves.
Fun shelling on the Ft. Myers beaches but you have to drive down these little side streets for public beach access.
Stopped by a huge citrus place in Ft. Myers on the way back to WDW and got fresh juice, citrus, and an authentic key lime pie!
Sanibel has shelling of course and is kind of pricy, but if you stop at the Visitor's Center right over the causeway, the lady will tell you which beaches are good on that day (steered us away from the ones loaded with seaweed). Our favorite on Sanibel was Bowman's Beach. Lots of other things to see on the island as well, very enjoyable.
Although we didn't do the beach in Venice, we ate on the pier and saw a fantastic sunset from the restaurant. We also checked out the pier in Naples.