The Overseas Highway is just one of those "bucket list" things you have to do! If you fly directly into Key West you are missing one of the great road trips. Built largely on the pilings of a railroad that was largely destroyed by a giant storm (sections still remain for walking and fishing) the Overseas Highway is an amazing engineeering achievement that links the keys. My tip would be (if you can) rent a car in Miami and drive to Key West - the experience is well worth it.
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