Wes,
If you have a chance, head a few miles west of Biloxi to Gulfport and pull up a stool at Lil Rays.
http://www.lilraysrestaurant.com
I was raised on the Mississippi gulf coast and this is the one place I go to every time I get back to the coast. Last summer they added a new po-boy to the menu and it's the best I've ever eaten.
Start with frosty cold beer (or frosty Barq's root beer in a glass bottle) and a marinated crab claw appetizer (so good you will eat the lettuce garnish and lick the plate)
For the main-course, I highly recommend the 'Southern Delight' po-boy - Grilled shrimp, topped with fried green tomatoes and a spicy remoulade sauce.
Desert - forget about it, you'll be too stuffed.
East of Biloxi in Pascagoula is my second favorite seafood, the Catalina. It looks like a dump, but the food is really good.