Both sides of Egmont Key are nice. If the water is rough, we go to the Bay side. If you stay within 100 yards or so of the Pilot dock you can get close enough to shore to just anchor and walk in.
There's a nice beach (and a leash free dog beach) on the south side of Ft. Desoto park. This is nice, but the occassional traffic in the channel there can rock you around a bit.
John's Pass - Madeira Beach -sp We anchor here once ion a while. nice dining and tourist type shops. We've anchored overnight here. If you are entering from the Gulf, continue straight East. Stay righ tof the red marker and go in about 100 yards. There's 10' of water here and a nice sandy shaol that appears at low tide. Beware of the strong outbound tide currents here when setting the hook.
Manatee River - Just inside the river there is a very nice anchorage on your right. You'll see a couple of smaller sail boats stored at anchor here. The entire area provides plenty of depth for anchoring and good holding. We sleep on the hook here almost weekly. Take the dink into the park (the entire shore without houses is a park) and stroll around. Dog friendly. If the wind is stron from the north, just cross the river to the north side. There's plenty of water all the way up to within 100 yards of shore. There's another park here and they added a floating dinghy dock. We anchor just in front of the flaoting dock. We take our dog here all the time as well.
Terra ceia bay - great spot with absolutely nothing to do. If you want to just swing on the hook in reasonable solitude, this is a good spot to waste time and watch dolphins. I've been in there (thrrough a well marked channel) a handful of times. Mostly just small fishing boats cruising around and a few larger boats returning to a marina on the extreme West end.
All of the above don't offer much in the way of onshore activity, but we aren't much interested in that most of the time.
We haven't explored much East of the Sunshine Skyway yet, but we're looking for ideas as well.