We often spend some time in KW around Christmas, but this year were in Conch Key just north of Marathon. If you have cooking facilities, look for the handmade 'lobster' sign on the Conch Key turnout and buy the lobster right off the boat. The Wreck bar had some great fish sandwiches. For sunset, try the Keys Fisheries. Go upstairs to the bar, and feast on $1. stone crab claws.