east to west
I agree with both letters, plan the weather and watch for the jetty at the entrance of the NW channel, it is submerged during much of the tide and only marked by breaking waves and a yellow light/marker at the entrance. A night entry is not advised, I've done it once in a storm and do NOT recommend it. This time of year you can hop on the tail end of a cold front and have a rocket-ship ride down but if the wind shifts to the east (like it tends to do south of Cape Sable) you'll roll beam to beam. If you plan to go anyplace from Key West than I'd recommend starting at your north east most spot and sail down the island chain. The winds tend to stay from the east/northeast this time of year. Knowing that, your run from Key West back to Naples will be a joy with a stiff E/NE wind. Couple words of caution, the shrimpers and fisherman don't always use proper lights so at night you'll have no idea what type of vessel you see or what it is doing, just stay clear. The cruise ships also run this area and they haul ass, just stay clear well in advance. I hail the cruise ships on the VHF and make sure they see me, some do and some don't. Good luck and enjoy.
