In Key west I suggest you walk on your own. The Island is 1.5 miles long about .5 mile wide. Don't pay for a ships excursion here. You can find maps online so that you can easily navigate the town.
Definitely do Atlantis If you haven't been there.
Coco key, try the wave runners. If you haven't ridden them in the ocean they are a blast
Most of all enjoy whatever you decide to do, Have FUN!