Obviously the responses about KW anchorages are from the uninformed. I've been here 25 years and know the area well. The selection of "where" is dependent on "what" you want to do when here. With a 10 day trip (assuming 2 days each way in transit), I would pay the freight and get a slip. City Marina at Garrison Bight has the best rates.
If you HAVE to anchor
out and like downtown (Duval St) I would anchor just North of Wisteria (Christmas) Island, inside the sandbar to the North and West of the channel going to the North of Flemming. The dinghy
ride to Key West Bight Dinghy Dock
is short and sheltered. From there it is a short walk to Duval.
This time of year the cold fronts come pretty regular and your return trip may be iffy on a 10 day schedule. WATCH YOUR WX CLOSELY! Beating 150 miles into the wind
I have a place in Nokomis, and KW; I make the trip often. PM me if you want some local knowledge for coastal stops if you don't rhumbline