I have been down there several times. I usually go to Siesta Key area. Like DJD said you can fish piers and some boat docks. Also under bridges in some places. Instead of going with real shrimp I use a soft plastic; white with a red jighead. Gulp baits work well too. Another thing you can do is fish the beaches. Just get to a spot away from the swimmers and start casting. I like to use a Storm Wild Eye Shad. Go to a tackle store and talk with someone there to get information. Most will be helpful. And of course you can always go out on a headboat. Most charge around $35 for a half-day. Good luck and have fun.