Sand Key has some sweet spots, provided you are not right on the lighthouse. Then, it's crap. Dry Tortugas are great for snorkeling. Hit the outside of the moat wall and the old dock pilings. Washerwoman shoals are pretty good. I prefer West Washerwoman.
If you go up to Big Pine, get on one of the boats that goes to Looe Key. Pennekamp is usually pretty good out of Key Largo.
For a bar, try Captain Tony's (FYI, it is the original bar where Hemingway hung out about a block off of Duval)