lots of things.. what are you looking for ? do you like anchoring out or prefer a marina or even a hotel for the night ?
get a Keys cruising guide, worth the money.
spots to consider... Bahia Honda State park and beach, Key West obviously, a run up to Cape Sable (not far from marathon), anchoring out on teh bay side... there are many nice spots on the bay side of the lower keys which i havenbt' had a chance to explore yet...
a GREAT site for info on the keys is www.bootkeyharbor.com teh graphics and navigation are very basic, but great contents on spots to see, incl diagrams and areial pix.