Where you stay in Florida will probably drive the answer to your question. In general, If I'm north of the Tampa/Orlando latitudes, then I want the sun. But you might want to get some shade if you're in the more southern parts.
I can tell you from experience that the winter temps in the Port Charlotte area are much warmer then the temps in the Orlando area. South of Port Charlotte, it seems almost tropical. And northern Florida can get downright cold. I seem to remember a picture that was making the rounds last winter that showed snow up on I-10 in Florida. It's an extremely long state with several different climate zones.