For upscale romance and the prettiest, most serene city beach in southwest Florida, come to Naples, the Gulf Coast's answer to Palm Beach. As on Sanibel and Captiva Islands, development along the shoreline has been kept residential. The soft white sand is backed only by narrow dunes and half-hidden mansions. More than that, though, Naples is a cultured, sophisticated town, unabashedly stylish and privileged, but also welcoming and fun-loving. Families, teens, couture-wearing matrons, middle-aged executives and smartly dressed young couples all mix and mingle as they stroll downtown's 5th Ave on a balmy evening. Travelers sometimes complain that Naples is expensive, but it's equally true that you can spend as much elsewhere for a whole lot less.