Sailing is fantastic in the Keys and Key West is tops.
In your own boat? Also stop on Key Largo and sail out to the John Pennekamp Reef where there is beautiful snorkeling. The statue is pretty kool
My wife and I sailed my hobie 18 to spoil islands just off the public boat launch for picnics and out to catch a mooring on the Key West reef.
The unpopulated Marquesas Islands are about 35 miles west, half way to Dry Tortugas. Dry Tortugas is a great stop for history, nature and fishing buffs. There is a whole lot to do. Fishing for mackerel, grouper or tarpon or dive for spiny lobster.
If you are asking about sailboat rentals, I'm sorry I don't have any information except to say there are rental outfits in Key West and along the way, on Boot Key, Marathon, and Key Largo; probably Islamorada and Fiesta Key as well. The wind is great, be careful of the reefs, they come right to the surface.
I know you will have fun, I'm jealous.
-Will (Dragonfly)