Marathon may be a good option for a place to stay. We stayed at the Hampton Inn Marathon one night in February. It is quite nice. I would recomend it. Stay away from Quality Inn on Key West...yucky.
The drive to Key West from Marathon isn't that bad. It is expensive to stay in the keys during the winter and spring months but not too bad "off season"
A good sight to check is AOL's travel message boards. "Travel: Florida Keys" A good group of experienced people can help you!