We've been to both, and love both. Lots of help, aren't I, LOL.
In Captiva we stayed at the Southseas Plantation (now called Southseas Resort) and liked it. This was way prior to the hurricane, but supposedly it's all redone now. Here's a link to look at:
http://www.southseas.com/
http://www.parents.com/family-life/travel/vacation-planning/best-beach-resorts-for-families/?page=3
The best thing was that at the time we were there they were dredging offshore and pumping the sand back on the beach and we could just stand by the tube and have our pick of huge shells coming in with the sand

No need to get the famous "Sanibel Stoop" in our backs from bending over picking up shells LOL. There was even a small stingray that was pumped in - my DH tried to save it by getting in back in the water, but it might have had too much sand in it's gills because it just laid there. I like to think that it took off after we left...
I had the best clam chowder I've ever had at Chadwick's Restaurant there, and the best fried clams at Timmy's Nook (now the Green Flash).
Being beachbums haha, we also really liked to eat at the Mucky Duck:
http://www.muckyduck.com/index.htm
While we were there we also took a cruise over to Useppa Island that we really enjoyed:
http://www.captivacruises.com/
HOWEVER, one caution. When are you going? We went to Captiva in August and it was H-O-T. The pool water was so hot it wasn't refreshing, the ocean was so hot it was like bathwater, etc. We live in FL, but this heat was something else
In Marco we stayed once at the Hilton and another time with the motorhome at the Naples/Marco Island KOA. The KOA has a nice list of local attractions here:
http://www.koa.com/where/fl/09109/localarea/
The Marco Hilton was nice, with big rooms and good Pina Coladas. Guess you can tell what was important to us
