If you want to combine a small-town atmosphere, the beach, and the 4th of July, you can’t do much better than Sanibel Island. They’ve got fireworks, a road rally, a parade, and more. Above is a video with some scenes from the annual 4th of July Parade on Sanibel island.
Below are some scenes from the Sanibel fireworks display in 2010:
For 2012:
Info on the 2012 Sanibel Parade and Road Rally
More info on the 2012 Sanibel 4th of July fireworks display
Some fun photos from the 2011 4th of July Parade on Sanibel Island
Adventures in Paradise 4th of July Fireworks Cruise
Here’s a thread on the BestOfSanibelCaptiva.com forum from last year. It will give you a picture of what’s available generally on Sanibel on the 4th of July.
An old Trip Advisor Forum thread with some tips about the 4th of July fireworks on Sanibel