Key West is great, Miami has some very cool things to do.
Key West is definitely a very "unique" and crazy place.
My wife and I went to Mardi Gras (New Orleans) once. Fun, but too many pissing all over the place and the smell ... wow.
Key West has Fantasy Fest the last week of October every year. A city of 30K that ends up with 70K people that week.
Not for the timid. Nudity is not allowed but spray paint is considered "clothing."
NOTHING like it anywhere in the US. At least what I have ever seen.
The first time you go there, you will burn out your camera's memory cards in about a half hour ... lol. Just Google Fantasy Fest pictures and see some of the crazy stuff.
Of course for those of us still in the Borg, you cannot mention that you go there.
Rub a Dub