Best in terms of convenience would be Sarasota, but it is very small, and thus not the best value pricewise.
TPA (Tampa Intl.) is the closest large airport with fairly competitive pricing, but they have had flight cuts lately, so their times can sometimes be inconvenient.
MCO is normally about 2.5 hours from most destinations in Sarasota proper. Add another 30-40 minutes if your destination is on Longboat or Siesta Key (bridge traffic). It might be worthwhile if you have plenty of time but are short on cash.