Ferguson (82J) is to the W of downtown Jax so flying in there will result in multiple congested cross-town drives to get to/fro the beach & Navarre. Milton's far enough north that I'm not sure I'd find that agreeably convenient, either. PNS is the simple answer and we've flown in there multiple times without ever feeling it was very busy.
Good advice about working with PNS Approach. They are familiar with all the OLF's, the helo and fixed wing regimens, and keep in mind there are two active Navy fields there, one on each side of downtown Pensacola.
We're in Spring's changeable weather period now, so suggest after your arrival you keep a long-distance eye on potential T/S bands leading an approaching cold front. If you see one a day away, you would want to consider having the FBO hangar the plane.
Have a great trip and, if you haven't already been there once or twice, don't miss the Navy's Aviation Museum on the mainside base. Try to hook up with one of the Docents there when touring inside; their knowledge of the collection is vast and very entertaining.
Jack