If you're interested in fishing at all, you owe it to yourself to book at least a half-day charter with a local captain. The Keys sit on one of the world's greatest fisheries and any hook-and-line aficionado should experience at least a taste of what it has to offer.
I did a half-day trip with Capt. Tony Murphy a while back with the goal of just seeing what there is to see, and we caught nine different species in just a few hours. I kept a yellowtail snapper and a mangrove snapper and took them to a restaurant that prepared them a couple different ways.
We fished reefs around Key West and the flats out by the Marquesas Keys. We didn't target any of the large pelagics, but that's certainly an option too, as well as back country fishing and light tackle specialties.
Capt. Murphy owns The Saltwater Angler store in Key West and operates The Key Limey sport fishing boat. If you're staying in Marathon and fishing out of there, I'd go to
www.fla-keys.com and use it to search for a fishing experience. I set up my fishing trip with a media contact through the agency that runs that site.
Here are a couple stories out of that trip:
Feeding Frenzy about the variety of fish, and
Essential Tactics with DIY Keys-fishing info.
I've been a few times but have always stayed in Key West. I'm looking into staying in Big Pine or Cudjoe Key next time - will be interested to hear your report from Marathon.
The Keys are home to a different state of mind, definitely a tropical way of life.
Ask your fishing guide or someone local for advice on where to eat. Barring that, I use TripAdvisor.com. Restaurants turn over so quickly, keeping up with the best is like chasing rumors.