As noted by Nelson, you first need to decide what is important to you, primarily in terms of activities you desire and budget. Then look at the "mainstream vs. out of the way" locations.
The Avon Park, Sebring area other posters referenced, while not near a coast, offer an abundance of golf and freshwater fishing, along with reasonable shopping etc. Tampa, Orlando and either coast are an hour away.
Best advice we can offer is be flexible to start - - be willing to try several locations your first winter or two so you can find an area/park that is a best fit for you.
Have fun!!!!!
Bill