Slim as a supermodel and as lovely, Cayo Costa Island is almost entirely preserved as a 2500-acre state park. While its pale, ash-colored sand may not be as fine as that of other beaches, its idyllic solitude and bathtub-warm waters are without peer. Bring a snorkel mask to help scour sandbars for shells and conchs – delightfully, many still house colorful occupants (who, by law, must be left there). Cycle dirt roads to more-distant beaches, hike interior island trails and kayak mangroves.
The ranger station near the dock sells water and firewood, and rents bikes and kayaks, but otherwise bring everything you need. The 30-site campground ($22 per tent) is exposed and hot, with fire-pit grills, restrooms and showers, but sleeping on this beach is its own reward. Twelve plain cabins ($40 per night) have bunk beds with vinyl-covered mattresses. January to April is best; by May, the heat and no-see-ums (biting midges) become unpleasant.
The only access is by boat, which doubles as a scenic nature-and-dolphin cruise. Captiva Cruises offers ferry service to the park from locations in Punta Gorda, Pine Island, Fort Myers, Sanibel Island and Captiva Island.