Cayo Costa State Park
Proving that annoying travel cliche, "it's not about the destination, it's about the journey," the private ferry from Punta Gorda to Cayo Costa is often accompanied by manatees, dolphins, and all sorts of Floridian birds, and it's pretty amazing. Disproving said cliche, the actual island; actually, it may prove it again, since you hike through mangroves and pine hammocks before arriving at nine miles of unspoiled white sand. Either way, both the journey AND the destination are worth the trip to Cayo Costa. And the park even maintains rentable cabins so you can stay the night.