Do what the natives do ...
I've only been to Key West once in my life, and that was ~35 years ago, but if that trip was any indication, what the natives do is take a lot of drugs, borrow Daddy's ridiculously over-powered Mercedes 450SL, and see how quickly they can get to the mainland and back while giggling and singing Pink Floyd tunes at the top of their lungs.
Not a bad way to spend an evening, if I recall correctly...which is unlikely, due to the aforementioned drugs.