Star Island in miami is your best bet and Fisher Island also. They both have a good lot of celebrities that own
properties including Oprah and Madonna. Miami has many very prestigious areas with celebrity homes.
It depends on what your idea of famous is. The drummer (Shannon Larkin) from the nationally known recording group Godsmack lives in Cape Coral but if you're not into hard core rock music then you may not know of them. That is all that I know of in Cape Coral, however there are quite a few famous people that own homes across the river in Ft Myers. The bassist for the band AC/DC owns a GINORMOUS home in Ft Myers as well as a few professional athletes. There are no Madonna's or Oprah's that I'm aware of though.