Much depends on the type of boat you have.
If you have a very shallow draft, there's a ton of inshore fishing right where you are, both north and south of you. It's mangrove heaven around there. Tide coming in and tide going out will net different species. Offshore and southwest there are some artificial reefs from 3-10 miles out if you're not a flats guy.
Boating from Marco you can take the ICW up to Naples Bay and enjoy some waterfront restaurants. I recommend The Dock. Great food. Been going there for almost 20 years. Where you are is the Snook Inn. Another waterfront and fun place. On Bald Eagle Drive, there's a place behind some condos that will cook your catch. My son and I have done that, though I can't remember the name. But if you call Sunshine Tours, they'll know the name. Offshore you're really close to the northern end of the Everglades and fairly close to Sanibel Island up towards Fort Myers.
If you're chartless, go to the NOAA Booklet Charts site and peruse the whole area. You can download entire charts. or just specific pages showing the area you want. or go down Bald Eagle until you get to whee the charters leave. There's a marine store there, a small restaurant, etc. You can get all the local advice you want there.
We're coming to Naples tomorrow. I haven't seen my boat in a month. The weather is shaping up nicely and the seas are looking good. Oh hey that reminds me, again depending on your boat...it's about 4 hours from there to Marathon. Beautiful open water ride, well-marked, very easy. I promise. | 
