Are you sure it was a whale, and not a manatee? Heard one was seen here recently, and if you didn't get a really good look, you might think the big dark shape underwater was a whale.
Pilot whales are kinda common around here. Captains in Destin report seeing them at certain times of the year fairly close to shore. I can remember a bunch of them (9-10?) beaching near Pcola about ten years ago.