I first of all welcome any others for providing additional information on activities in Key West.
SS, you wanted some ideas on places to experience, here are my suggestions, and the photo's will follow:
Louis Backyard, enjoy a refreshment at the little bar on the very backyard, preferably at Sunset. It is an outstanding place to relax at Sunset. You can decide to dine there or not. A very nice place to dine, but not for everyone.
Then, there are a host of other places that are very much fun to experience; The Southern most point in the US, (A picture is a must here), the Key West Lighthouse, across the street from Hemingway's home. Then just down the street is Harry Truman's place, (An interesting place). Other places would be of course, Hog's Breath Inn, (They have a web-cam in the bar, so you can call someone and they can pull up the sight, and you can wave to them). Don't miss Sloppy Joe's across the street on Duval, and I really enjoy shopping at the Cuba/Cuba store. Next to it is a very nice place to dine. Likewise, the further you get away from the cruise shop docks the prices go down.
Mallory Square is a great place to see the sun go down, and full of activities. Many people have said watch out for weirdo's but I have not experienced any, buy I am not out real late either.
By the way, there are some places that are very good to dine and not well know. Seven Fish (Get a reservation), an a local favorite, Rusty Anchor, it's on the North end of town.
Here are a few pictures that you may enjoy. Here's Seven Fish, followed by an inexpensive great place, BO's Fishwagon. Jimmy Buffet's is WAY BETTER, than I thought it would be!
I may be "Cheap, but I'm not easy"!
Wish I could help you on Naples, but that is one part of the United States that I have never been to! Don't forget to call someone in Pittsburgh and Cleveland (Mrs. SS), and get them to pull up the Hog's Breath on their computer, and you can talk to them and wave to them at the same time!
SS, by the way, some of the window shopping on Duval Street, Key West can be a little "Wild"! It's not a place for kids. One place I saw (But did't go in, REALLY), was a "Clothing optional" dining establishment, Naked Lunch!
By the way I found I did have a picture of this nice "Stop", in Homestead, coming or going, The Mutineer. We ate in the bar area a couple of times. If you go, as most places, ask to see the menu, first. Happy Trails!