Which is nicer?

I've been to Sanibel and Captiva island. I dont know anything about anna maria island. I dont know if that is another island in the area or what? I liked Sanibel. It is alittle more built up than Captivea. I remember we went to a restaurant in the area. One thing that was disappointing about Sanibel, I thought it was an area where you could find alot of shells, we found no shells on the beach other than the usual ones.