We weren't in the Pelican Plunge area - we spent nearly all of our time next door in the snorkeling cove. But we lathered ourselves with Safe Sea before we went in - no sea lice rashes for us. I don't know whether that stuff worked or whether we got lucky. Either way, I'll take it!
We did get plenty of no-see-um bites pre-cruise at Vero. My oldest DD's legs looked like she had the chicken pox too. Thankfully the bites are fading. Both of my girls are in a wedding in a couple of weeks and I'm hopeful the bites will be gone by then. We didn't see any spiders.
For those going to Vero - I wouldn't let the bugs change your plans. Vero is such a wonderful place - you definitely should go. (We're already planning next year's trip in spite of the bug bites.) Just make sure you get bug spray with as high a concentration of deet at possible and put it on every time you go outside. We got most of our bites the first night (before I realized the need for bug spray - I thought we'd only need it at dawn/dusk, but we really needed it all the time). After that, we religiously applied the bug spray we bought at the local Wal Mart. We each may have gotten a couple of bites when we started applying bug spray, but it was nothing bad at all.
By the way, we've been to Vero several times in the past and this trip (8/11-16) was the worst we've ever seen the no-see-ums. Maybe we just got lucky other years, but they sure were bad this year!