Shrimp has become the most reliable bait. Most bait shops maintain a steady supply; that's a much warmer and enjoyable experience than throwing a cast net in the cold. The absence of baitfish in most inshore areas is what has many species focused on shrimp. When bottom fishing for sheepshead or snapper, try tail-hooking the shrimp on a knocker rig. That rig lets an egg sinker slide on the leader and rest on the eye of the hook. This keeps the shrimp on the bottom in a natural position. When fishing for redfish or trout, hook the shrimp under the horn, letting it swim freely without weight or float. If it becomes difficult to maintain a "feel" for the shrimp, a float will aid as a strike indicator. Leftover shrimp can be frozen and used as chum on the next outing. Dice frozen shrimp and scatter it to draw species in and start a bite.
Brent Gaskill runs Summer Vacation Charters out of the St. Petersburg area and can be reached at firstname.lastname@example.org and (727) 510-1009.