Its not quite a secret but going onto the causeway beaches and strolling early morning you find so many shells, i have found so many large live conchs, there somthing to see! but please do not collect live shells,there are plenty of empties for all. Also if you can get up so early one of the most beautiful sites i have seen is at the lighthouse beach, the sunrise is so lovely.
I highly recommend taking a boat tour to Cayo Costa Island. This little undeveloped island is between Sanibel and Captiva. It is a state park and there is absolutely no development. We took a day trip there, and really had a great time. You are allowed to take beach chairs and coolers, so we took a picnic lunch. We saw lots of wildlife, and got some great shells. It was a very relaxing afternoon.