Daiquiri Deck, day and night, good food and drinks
Siesta Key Oyster Bar, good food and drinks, nightly entertainment.
In that same small area there is a wine bar with good local entertainment, forgot the name but the only wine bar I think.
If you like to walk or jog you will have miles of flat hard sandy beach to do it. Google Siesta Key sand, it's the same sand as Destin and only exist in Florida in these two places. As pretty as any in the carribean.