I am a frequent visitor to Marco Island. I have found that renting sailboats is kinda tough. I went through sail marco sailing school. Its been several years but I dont think that they charter sailboats other than crewed charters. The captain there is a nice guy, I would recommend chartering with them.
I have done a sunset cruise on one of the catamaran companies on the isle of capri. I had a good time, but it was more of a booze cruise type of thing.
I also looked into renting catamarans on the beach. There are several there, but the two I talked to said they only rented them to hotel guests. If there is a hotel down there that does rent them let me know because I will be down there in a couple of weeks.