If you are going to head out to Key West, and you do not mind making a overnight passage, punch west about another 70 miles and hit the Tortugas. It is beautiful, the fort is an awesome example of early american history, and there are some beautiful reefs - including one that you can dinghy to that still has the hull of a hundred year old ship (with wooden mast still sticking barely up out of the water) that you can explore.
Truth is, you will find it hard to leave there once you arrive. I would NOT go in there at night. Very shallow outside channel (thus all the shipwrecks). THere is no water or food either, so you have to bring your own supplies. But you can get lost in the history and it has been one of the more memorable places we have been.
IM me if you have any questions about it... but in my humble opinion it is much more beautiful than anything you will find in the Keys... and more secluded. Here is a quick link: