There are lots of beach accesses on Captiva. Some do require you to pay for parking, so just keep that in mind. Consider biking! :)
Ding Darling is a wonderful wildlife refuge on Sanibel Island. You can do a scenic wildlife drive, "hike" or bike the trails, bird or wildlife watch, kayak, paddleboard, or fish!
There are so many bike rentals on Captiva. This is a really fun place to bike! You can go all the way from Sanibel to Captiva on a bike path.