Marco Island is pretty cool. The anchorage is a little tight as Factory Bay is only navigable around the outsides of the bay. I've anchored there a couple times. There is a marina, though anchoring is just fine, in Factory Bay or possibily in the river across from the bay (vessels often anchored there).
I second the motion for Fort Myers Beach mooring field. I'm not huge on moorings, but this is pretty convenient. This is from memory, but you will approach the San Carlos sea bouy & find the channel into the anchorage at Estero Island on your right. The channel might seems a little freaky as it somes within spitting distance of the beach. Once under the bridge the mooring field is straight ahead & a channel a little to the starboard. The Fort Myers Beach mooring field is currently administered by the Matanzas Inn (under the bridge and immediately to the right). Last I was there, the mooring balls still said to contact Salty Sams...wrong. Pickup a ball & dingy into Matanzas Inn. If a particularly large vessel, call and check which ball to take. The dingy dock is located right under the bridge, on the west side.
Like good pizza? An unlikely place with good pizza is the bar near the dingy dock. Walk from the dock to the street, turn right and across the street a couple dozen yards. Good pizza.
There is a decent anchorage at Goodland & a pretty cool place to stay at Everglade City (further south)...depending on draft.
You are getting into a very cool part of the world.