Follow-up on boat rental: the Keys is a whole different experience with a boat and I rarely go there without one. But you really gotta watch where you navigate, tons of shallow water and much of it is not sand. I'd make sure you have a good GPS unit to stay within channels, and proceed slowly if you're unsure. I have run aground 15' outside of a channel, and they aren't always well-marked.
It may be better now but rental boats in the keys used to be pretty sketchy too, or at least highly variable. Check reviews.
Having a boat gets you to all kinds of cool snorkeling / lobstering (in-season) / fishing spots. And you can bar or restaurant hop that way too.
