Both Sanibel and Captiva are very casual!
After all these are Florida beach towns! You might want a nice sun dress or two for going out to dinner, but shorts and shirts are good almost everywhere. But as with packing for any vacation, you should create a checklist of things to bring. How often have you arrived at your destination, only to realize you forgot your toothbrush?
You might want bring a light jacket or long-sleeve shirt for the evenings, especially from December - April, when nighttime temperatures can dip into the 50s.