You can't beat this area for cocktails, dinner, dessert, and a great view. Also, go to the South along the boardwalk from Sunset Pier to head over to the dockside cruise ships. These big giant ships are amazing to see up close. Clinton Square Market is a free spot close by and you can cool off a little bit, if it is a hot day. We took the kids to the Aquarium, they loved it.
You want to become best friends with the waterfront and that is what we focus on during our weekend trips down from Miami. This is our favorite bar, do try a frozen rum runner. These drinks are famous in Key West. Be sure to try the giant Party Fishing Boat, called Tortuga. We caught about 15 to 20 fish a piece on a four-hour fishing tour. It was a huge blast!
Pick one of those hot wings and keep the cold beers flowing. We liked walking around the pier here at zero Duval. You can't beat this area for cocktails, dinner, dessert, and a great view.