Anna Maria Island is great for fishing for many reasons, one of them being: the fishing can be great year-round!
While the colder weather certainly takes a toll on water temperature (which has been sitting between 62-65 on most days) and fish activity, the sheepshead get more active and move around inshore on structure, along with redfish and black drum which are always a treat to catch. There are also trout and pompano roaming around on the flats which can be a great option for mixing it up.
Live shrimp is the ticket this time of year. Most of the big bait has moved out and the fish are pretty keen on the insects of the sea: especially sheepshead. Crabs and sand fleas also make a great sheepshead bait, but I usually stick with shrimp on my charters as it's easy to procure and reliable.
My primary rig when fishing for sheepshead around structure is typically 20 lb. flourocarbon leader with a size 2 circle hook (my go-to rig nearly year round). I use size 5 split shot placed just above the hook and will add more depending on how strong the current is flowing in order to keep the baits down. As for the bait, I split the shrimp in two and use both ends which not only doubles your supply, but also makes those sheepshead commit a bit more when grabbing the bait.
When fishing for redfish or blackdrum, I use the same rig, with the only difference being that I use a whole shrimp and hook it through the tail (make sure the hook end is coming out of the backside and not the underbelly). I have been finding them off of flats and in warmer insulated water.
When fishing trout, my hook size and leader stay the same (or I'll downsize on the leader), under a popping cork. I try to find grass-flats littered with pot-holes and try to cover as much ground as possible to find them. As for pompano, I find that a pompano jig tipped with shrimp can be lethal if you know where to look. Typically I look for sandy bottom channels near a grass flat or near a sandy shoreline with grass nearby.
Again, the fishing around Anna Maria Island can be great this time of year, but the main thing is just getting out there and wetting a line!
I hope you and your loved ones have a Merry Christmas and a Happy New Year!