Cape Coral is a pretty depressing place in parts. North Cape Coral is a hellhole, Lehigh Acres is a ticking time bomb. The issue with the less expensive areas of Cape Coral and Lehigh is a huge amount of illegal immigrants, who are increasingly out of work and turning to crime. My gf's mom lives in Cape Coral still, in what used to be a pretty average part of town. As the home prices have dropped, so has the quality of the neighborhood. Her neighborhood has gotten pretty bad, with break-ins just a few blocks down from her.
I'd move to Estero/Bonita Springs area if you're going for SWFL. Overall a more affluent area, but still cheaper housing. There's the university between Alico Road and Corkscrew road too, and so that it makes that area substantially younger. Plus Estero and Bonita are situated in between Fort Myers and Naples, making for a decent commute to either area. Great shopping too, Coconut Pointe is very nice, Gulf Coast Town center is OK, and the Coastland Mall is very nice.
Be prepared for the fact that everything not cheap will be super expensive. Going out, etc. is crazy expensive in that area, luckily wages are better.
Jacksonville has some decent areas, but it might be a bit colder than you'd want. Just avoid the center of the state and you should be fine. Anywhere not on a coast is bad.
