The further North you go in Florida the better the opportunities.
Being in Naples that is my first choice for houses on the beach but you are talking about homes in the 6 to 7 figures.. What would be your descriptiion, price, square footage,bedrooms etc, of "least Expensive". Most of what you will find "directly on the beach" are condos.
Best for you to identify a budget then re-ask your question.
Not knowing for sure, you should focus further north.