The Don Cesar is the big pink building that sits in the middle of St. Pete Beach. There use to be two big pink hotels in downtown St. Pete called the Vinoy and the Soreno. The Yankees stayed at Soreno until 1962, then they moved spring training to Ft. Lauderdale. I'm not a Yankee fan, but once rode my bike by the Soreno and Yogi Berra was sitting on the bench out front, I still have his autograph.
I've never stayed at the Don, but it's always been considered top notch.