A vibrant pocket of great shops and restaurants, Cafe on St. Armands has great bars and awesome food, and the art in the windows of the galleries is a good addition to a walk.
Downtown is the area surrounding The Westin, tons of bars and restaurants, bourbon selection at State Street is top tier, cocktails and bites at KOJO is a favorite, and much more to explore, the area is super walkable.
Consistently ranked as one of the top beaches in America, and if you are an oyster fan, definitely stop by SKOB (Siesta Key Oyster Bar) for a drink (or five).