things are tough on Captiva these days. Best restaurant, Red Fish Blue Fish moved to Sanibel due to poor traffic (they opened after the big hurricane in 2004 and the restoration of the island is still not complete).
Tween Waters has a restaurant, The Old Captiva House, which is charming. I haven't eaten there recently but it would be a good bet. The restaurants at South Seas are still in the opening stage, if even that. They were dismal before Hurricane Charley. Hopes are high for improvement.
Foodie types are apt to be disappointed in Captiva as this is a midwest preppy haven given to tradition, not food trends. The Bubble Room that survives is testimony to this.
I think the Key Lime Bistro is nice. Might be open. Should be open.
Here are some links for them: