Shady's in Ocean Springs is awesome. Mixture of steak/grill and Thai. Awesome coconut soup. Lots of great places in OS and right next to Biloxi.
Guissepe's (sp?) in Biloxi is good Italian.
I second the suggestion of Vrazel's in Gulfport, it is one of my favs. Steve's Marina in Gulfport on Airport Road is really good, I often eat lunch there when I'm in that neighborhood.
Beau Rivage and Grand have good buffets. I like Beau the best, they have good seafood buffet at night and it includes beer/wine. Desserts are good too (I get 3-4 and have a few bites of each or share them with my dining companions) Is a little pricey, I want to say around $25 but worth it.
For a no frills, authentic fresh Gulf Coast seafood experience, try the little restaurant located inside Quality Seafood on Division Street in Biloxi, just off of the I-110 Division Street Exit.
Barq's Root Beer in a bottle and some of the best fresh caught seasonal seafood, Po-Boy style mostly.