Naples is pretty nice as a town, but not much to do. Get the Greyhound bus to Tampa and go out in Ybor City if you want to make a night of it.
Miami- well, South Beach- is bloody expensive (think, $6 a beer), so Ybor City would get my vote every time.
And if you go to Tampa, stay in Gram's Place
http://www.grams-inn-tampa.com/. ($16 for a dorm room. Probably the best $16 you will ever spend).
If you're in South Beach, stay at Clay's Hotel
http://www.clayhotel.com/index.htm. $18 dorm rooms. So long as you can avoid the South Beach Space Invaders (numerous druggies in the area, but South Beach is full of that) you'll be fine.