I would choose Fernandina...which is Nassau County and just north of Jax. Its a really cool little beach town with a lot of festivals and activities. Youre close enough to Jax (bout 30-45 mins) without having to put up with the crime of Jax.
Noid is right about OP. The country club is nice...but you have to put up with Blanding Blvd traffic which is HELL. Otherwise, OP is just okay.