As with a number of other areas, there are some wildlife/bird issues off Key West around the cays that you don't want to get on the wrong side of. I would talk with Paul Menta at the Kitehouse
http://www.thekitehouse.com/ or Greg Meintjes with Key West Kiteboarding,
http://www.keywestkiteboarding.com/ about specifics for riding areas. If you go into the wrong area there could be problems with the F&W folks for yourself and kiting access in general. Thanks for asking in advance!