I live in Cape Coral/Ft. Myers, which is a short drive from Marco Island. Although I haven't been to WPB, I think it is more relaxed and laid back here. Marco, Captiva and Sanibel Islands are all very pretty. Everything has been completely rebuilt after Hurricane Charlie. I think a lot of people rent bikes on the island to get around. You can also rent a car and go to Fort Myers Beach, Lovers Key, and Naples. There is a small outlet mall right off Sanibel Island and there is also Miromar Outlet Mall in Estero.
Of course, since I live here, I would rather go to SoBe, Miami, Ft. Lauderdale but thats just my personal preference.
Oh here is a picture on Marco taken this past April....what I call a view of paradise