Jekyll Island is one of my favorite places to visit. If you're ever down there, go to the Rah Bar at the Wharf. I swear, they have the best peel and eat shrimp I've ever had (I go every time I'm there). I've seen them haul the shrimp directly from the boats that dock at the wharf. They boil the shrimp so that they' still have a firm texture (hate mushy), sprinkle them with season salt and give you drawn butter, cocktail sauce and buffalo sauce- which I'm totally addicted to. It's so damn good on the shrimp. Throw in a beer and a few boiled potatoes and I'm in heaven. The service can be a little trying sometimes but seriously, go.
This trip I also tried a place called Borrell Creek Landing Restaurant on the road out towards St. Mary's. Never been before and I came away pretty impressed. In my experience, after you leave Savannah, there are many, many overpriced mediocre restaurants on the way south. Borrell had an inventive menu- we started with risotto, which was good. Had a nice house salad and the scallops and lobster newburg pasta for my entree. The scallops were delicious, as was the pasta (though it could have used a little more salt). My mom had veal and shrimp and the husband had a bacon wrapped filet. Both were very good. The peach cobbler dessert was great also.
It was only half full on a Saturday night, which made me somewhat sad. I hate to think they're losing traffic to the abundance of chain entities that crowd that road but my guess is that may be what's happening. So if you're out that way, give it a try- I really want to go when it's warm enough to be out on their deck.