Here's the best vacation tip you'll get... rent a boat and putter around on the water. There are plenty of pontoon rental places on Grand Lagoon and TONS of things to see and do. Stop by the Boatyard restaurant and tie up - have lunch or a cocktail. Go to Teddy Tuckers for a bite to eat or just listen to the music. Visit Shell Island, talk to a few dolphin... swim, sightsee... it's the best way to see the beach... from the water.
Have fun.