I've been to Key West. The island is pretty small, but there are definitely a lot of things to check out. There is one main street with lots of clubs/bars/etc. on it. You can check out Jimmy Buffets "Margaritaville", there is also the Ernest Hemingway house/museum. If you're into oceanlife, there's the Wyland wall and museum. There is also the furthest south tip of the US marker which is kinda cool. It gives the distance from there to Cuba. other than that.... you can't go wrong on the isle! ENJOY!!
for Cozumel
If you Scuba dive, find a local dive group- Aqua Safari is my favorite, and head out early for Palancar reef. The best diving in Mexico.
Then try La Mission restaurant for dinner. It's right in the town square, ask for it if you can not find it. Great fish restaurant! There is also the standard Carlos and Charlies in Cozumel too.
Keep in mind Cozumel is still in pretty bad shape from a bad hurricane in 05. There is only one operable cruise ship port. Palancar reef is unbelievable. Last trip there we saw barracudas, rays, sharks, lobsters, king crabs and more sea turtles than we could count. At least snorkel it if you dont want to shell out the cash to scuba. It will be one of the best parts of your cruise. Dont book anything through your cruise line. Go ashore and ask a cab driver to point you in the right direction. For 30 bucks we had 1 cab driver stay with us all day and take us all over the island.
we most certainly did see king crabs there. Looked very similar to Alaskan King crabs with very long legs. I'm no Cousteau but I trust our guide to know what he was looking at. Palancar is in the Gulf of Mexico by the way.