When the sun sets in Key West, all of Key Weird comes out to perform at Mallory Square. But that's a whole nother story. We went to see this sunset from a location I learned about this trip. There is a hotel on Duval Street named LaConcha. It's run by Westin, if I remember correctly. It is a skyscraper by Key West standards, 7 stories tall. The 7th floor is a bar and observation deck. They have live music and they don't like you you to bring your own drinks. The view is the best.