The Key West trips used to focus on Old Town area restaurants and shopping, but it is the watersports that demand your top focus. Fury is the top outfit with all the options and great prices to do things on the water. Go up to the ticket booth and get all the info to do waverunners, booze cruises, sunset cruises, and a whole series of good things. We plan the day around watersports fun. Fury is the best of the watersports options.
The Glass Bottom Boat docks are a place you want to go. I would check the schedule of all the watersports on your first day here. Once you pick out your watersports trip of choice, then use Wind Finder website to understand the potential wave heights. Going out on a really smooth day makes the adventures more fun. We did the Glass Bottom Boat Ride on day two. They can hook you up with Key West parasailing or the reef boat Snorkeling. It is a good time out on the ocean when the seas are calm.