Utility costs really aren't that bad if you've got a well-insulated house. We heat and cool with an electric heat pump, and my CHELCO bill runs about $100/month Spring and Fall, and about $150/month in the summer when we run the AC and the winter when we turn the heat on. 1700sf house, no pool.
Sports for active adults- adult softball and basketball leagues in Destin, tons of running races in the immediate area, and a bunch of marathons close enough to make a nice weekend trip of it during the winter (Pensacola, Mobile, Tallahassee, New Orleans), local cycling groups and a number of decent bike routes on your own, good local triathlon scene including Ironman Florida in Panama City Beach and a bunch of shorter races, swimming and kayaking in the Gulf (though unless there's something tropical kicking up down by Cancun, you've got to go to Jacksonville to get decent waves for surfing) running and hiking routes through some interesting areas.
The job market- it's an hourglass. There are some really good DoD-related opportunities out there if you're a programmer or engineer or rocket scientist or involved in certain parts of the tech sector, or have previous experience blowing sh!t up for a living. Ft. Walton metro area is in the top 20 in the country in terms of highest percentage of engineering jobs in the local workforce. There are a ton of service industry jobs. There isn't much in between.
School quality is inconsistent, but there are some good to excellent ones if you know where to look, as well as some interesting specialty programs. (Seaside school, Ballet Academy in Ft. Walton Beach, Plew and Destin elementaries, OWC Collegiate High School, and a couple more come to mind)
I don't have the FBI stats, but it seems like a much safer place than San Diego. Not all that much in the way of violent crime involving strangers, and property crime doesn't seem to be much of a problem. The thing that weirded me out about Southern California was that everyone there (or at least everyone in Mr. Mouse's kin's part of Point Loma) seemed to feel like they had to have an alarm company, and you just don't really see that here for primary residences.
I'm female, and I've got no problem running at night and alone in my neighborhood.