I have just come back from my first trip to South-west Florida and had a great time. Because it was also a holiday with my girlfriend I wasn't able to just drive around to all the locations that others have recommended, but did spend two days in the Everglades (I know it is not the best time of year but still had some very good opps) and then a week on Sanibel.
Whilst Ding had been my expected main location, it was fairly quiet on each of my visits, and most of the best shots came from Gulfside Beach, with others scattered around.
Tons of osprey shots and this is probably the pick of the flight ones
1D3
300 f2.8L
Manual 1/1250s at f8
ISO 400
90% full-frame (then cropped to pano)
Don, when you go, I would consider checking out Gulfside Beach in the mornings - park at the Tarpon Bay Beach parking lot (though this is confusing as Tarpon Bay is on the other side of the island...).
I had much better action there than at Ding - feeding pelicans, terns and ospreys, as well as loads of sanderlings and willets.
I've captured Ospreys in Florida and Maryland so I know how you had to be ultra ready for this. I love it. It breaks the "rule" that one should avoid face-on shots. The stare makes it. The one claw with the fish is perfect. I sense a little empty space to the upper right. Maybe a crop? Maybe adding canvas below the bird? Or nothing at all. It's great.