Captiva is a small exclusive island just of Sanibel - has two main beaches, one as you cross over onto it and one at the far end.
If you can get onto the beaches they are nice - the do fall off pretty quick and the times we were there the ocean can be a little rough. The challenge is - finding somewhere to park - the parking lot takes about 10 cars (maybe a little exaggeration but its small) and you don't stand much of a chance of parking - we ended up parking in the Sanibel side and walking over the bridge and we were lucky to get a space there.
Worth seeing, Captiva is worth the drive (its only one main road) to see how the other half live - the beaches are OK but not as good as Bowman beach on Sanibel or Fort Myers Beach - both of which are bigger, easier to get to and better to spend more time at. Bowman beach is just 10 minute drive away from this beach (you drive past it on the way to Captiva) and has lots of parking and great facilities for beach goers.