I left home (Central Alabama) last month and rode down there. Took 5 days and rode 1866 miles. The Keys are really nice and the water is the perfect color. That Windows island picture could have been taken there.
If you find yourself in Key West for the sunset, go to Mallory Square and see the street performers. Most are pretty neat and the sunset is more than words can describe. While standing there watching the sunset, I turned around and it felt kinda weird to see about 150 people standing there with me doing nothing but watching the sunset.