For the Key West Hard Rock Cafe, just go left from the port, and then take a right up Duval St. about 2-3 blocks. It's on your left, and is pretty cool because it looks like a house.
I had to stop at all of the Hard Rocks because my wife collects the shot glasses from all the ones she's been too. I got one of the shirts at Cozumel, since it was a cool place to have one from here in Midwest America!