Well, in Cozumel you can take a taxi ($10.00 each way) from the pier to Chankanaab Park ($10.00/person entrance fee). Its a nice park with a beach, snorkel area, swimming lagoon, plenty of beach chairs and shade, a restaurant, shops where you can rent snorkel equipment ($5.00 for mask, fins and snorkel), and a walking trail that winds through some lovely botanical gardens with replicas of ancient artifacts and a replica of a Mayan village. There is also a sea lion show (I believe the charge is $5.00) and there is a dolphin area with either a dolphin encounter or dolphin swim (either are somewhat pricey). Its a nice place to spend a relaxing day. Also, taxis into downtown are about $7.00 from the pier if you want to do some shopping. There are also plenty of other beach clubs a taxi ride away, Playa Sol one of the most popular. Have a great cruise!
We did Playa Del Sol the 1st time with the kids and they loved it. I personally would not if it's just you adults.
In Key West pick up a map and go down Duval street, lots of great eaterys, bars and shop/galleries. Visit the Hemingway House or at least walk by it and make sure to stop at the Blond Giraffe at I believe 629 Duval St for a slice of the best Key Lime Pie.
Golden Princess 12/04
Enchantment of the Seas 4/02
The ship will provide towels. Just make sure you don't forget to return them.
You can certainly take your own food, but it would be a pity to miss the conch fritters and coconut shrimp at Sloppy Joe's in Key West. So long as you are in a public place (beach, park) it doesn't look bad to eat your own stuff.
You will do better on the Conch Trolley price if you walk off the ship and buy your ticket at the head of Mallory Square. It may only save $2, but that's something.