Sailors I know, along with some documented passages like the Bernons I linked to earlier, all sail first to Havana to check in at Marina Hemingway. They have then gotten permission, etc. to continue cruising along the coast, generally west towards Mexico, allowing for passage to points south after the Cuba trip. However, to each his own and everyone should plan the trip they want to go on.
Alternately, become an internationally recognized medical charity and go there with ABSOLUTELY no restrictions!