Ha-ha, I just checked out your link and I'm sitting here busting a gut because all the while I'm thinking train as in engine, caboose, steam whistle, Orient Express, etc. Even in the sticks of NC, we wouldn't call that a train! Seems to me there's really not much difference between the trolley and the TRAM, so we'll probably go with Barb's suggestion and take the trolley.
It's a good thing you posted that link.....I'd be walking all over Key West trying to find the train station!