Getting from your boat to shore is problematic almost anywhere in the Keys. There are a few places where you can dock
a boat for free at some of the bars if you eat/drink there but not for long term. Most dingy docks require you pay even if you are anchored. There are few beaches and some of them have pencil markers prohibiting boats from coming too close to the swimmers at the beach. The FWC is also fairly active in terms of pumpouts, especially around Key West
If the truth be known Key West
does not have good anchorages
, they are not close to shore, subject to wind
and waves, and not all the natives are friendly.