Been to all of them, wouldn't go back to Fort Myers it was heaving and just reminded of parts of the Med like Ibiza and Magaluf where all the 18-20 clubs go.
Naples is beautiful but can be very expensive, lots of rich retired people live there. Stayed at the Registry Resort which I can highly recommend.
Did a day trip to Siesta Key and it was beautiful no crowds at all.
Having said all this, if you haven't visited the Englewood area of Florida then this is a must. Fantastic quiet beaches all very close to villas on Rotonda, some as close as ten minutes away and I have never seen them crowded on any of our visits. The weekends do get slighty busier as many of locals visit. Staying at Englewood means your only about an hour away from Sanibel & Captiva and the beaches there should definately not be missed.
We are staying Indian Shores this year which is between Clearwater and St Petes where you'll also find beautiful beaches. Thats the problem with Florida you have so many choices which one do you go for!