I lived in Destin near seaside for 8 years. The whole area (30a/Destin) sucks for our door riding unless you are okay with riding on the bike path along 30a at 10mph. I tried to ride the road on 30a in the morning once but the traffic swelled rapidly at 0700 and was backed up all day due to stop signs at every junction and EVERYBODY going to the beach every morning. Also, the bike path is crowded with people walking etc so you won’t get a workout. The only close option is route 20 to the north but there have been multiple fatalities in the past few years and I would NEVER ride there even thought people do.
As for running you have the bike path along 30a which makes for a great run. I don’t mind the heat but If you do that’ll impact you as there isn’t much shade at all along 30a bike path… however, you can just jump in the ocean whenever you want to cool down.
Swimming pools are limited in the whole area but I’m sure there is one in the area at one of the nice gyms. Otherwise I love the area and can’t wait to move back after I spend a year in NoVA as well.