During the height of the winter, from December through February, the average high temperature is in the mid 70s and the lows in the mid to upper 60s. With the sun shining most days, and cloudy periods and storms usually short-lived, this is delightful sailing weather. While humidity is generally high, typically there is a breeze of 10-15 knots almost every day. And the water is warm enough for swimming and snorkeling over the many protected reefs in the Keys.
Key West offers a number of options for anchoring, mooring, or docking your boat.
Anchorages. The most popular anchorages are southeast and northwest of Wisteria Island, a small key just off the northwest corner of Key West. In settled weather the boat will be safe and secure, although the holding ground is not great if a squall comes through, and neither anchorage is well protected in a northerly blow. You can read reviews of these anchorages (and local marinas) online at ActiveCaptain.
If you may be staying for a time or leaving the boat unattended, a better bet is to pick up a mooring from the City Marina in Garrison Bight, just north of town. The mooring fee is reasonable, and facilities include a pump-out boat, dinghy docking, and showers. The mooring field hosts both resident liveaboards and transient sailors. It's a bit farther walk to the commercial downtown of Key West but worth the effort for security for the boat.
Marinas. Key West and neighboring Stock Island to the east host more than a dozen marinas with services for cruising sailboats. At the high end is the Key West Westin Resort and Marina, near the busy center of town and cruise ship terminal. Facilities include use of the swimming pool and hotel amenities. The A and B marina is similarly priced because of its proximity to downtown attractions. For a more reasonable transient rate, you can reserve ahead at the municipal marina at Garrison Bight, which maintains 30 transient slips in the 250 total and offers good basic services still within walking range of downtown, and where you can meet interesting liveaboards. If you don't mind being farther from downtown, check out the marinas around Stock Island; again, take a look at ActiveCaptain for current prices and marina reviews.
If you have a small or trailerable boat, the nearby Bahia Honda marina is one of the finest places in the country to make your headquarters for sailing around the Lower Keys.
Key West Community Sailing Center. If you'll be in the Key West area for a time, the Community Sailing Center is a terrific resource for having more fun on the water. For only $160 you can join and use the club's boats: currently a fleet of four 19-foot O'Day Mariners, four 420s, four Lasers, and four Sunfish. They also offer sailing classes for those who have not yet mastered sailing small boats, as well as weekly races and social events. It's a great deal and a bunch of pleasant folks who include both locals and visitors who are staying awhile. Stop by for a visit during their Saturday open house.
Snorkeling. The protected reefs a few short miles off the Keys offer the best snorkeling in the U.S. The coral is still in good condition and often rises within a couple feet of the surface, where you can feel you are right there with brilliantly colored tropical fish. The park service has installed moorings around several reef areas so that you can sail there in your own boat and moor very close to the reefs without endangering the coral with your anchor. Glass-bottom boat tours out of Key West are a popular alternative for those not wanting or able to get in the water.
Fishing. Despite threats of overfishing, the fishing is still good throughout the lower Keys. Fishing for the elusive bonefish in the shallows is a practically a sacred sport, and populations of yellow snappers and other pan fish are still plentiful enough that you should be able to catch your dinner nearby. You'll see lots of people fishing from the bridges connecting the islands, or check with the locals for areas to fish from your own boat. Fishing charters are available from many marinas for fishermen seeking the bigger species offshore.
If you've never visited Key West, you're in for a real treat. There's lots of fun to be discovered onshore. Visit Hemingway's house or the local lighthouse museum, or just stroll up and down Duval Street to enjoy interesting shops, a great selection of restaurants, and people watching. It's a Key West tradition for people to gather for sunset in Mallory Square near the end of Duval on the waterfront to salute the sun's sinking. Then in the evening Duval becomes a more laid-back version of New Orleans' Bourbon Street, with live music from virtually every bar and restaurant you pass by - and some of it quite good! Check here for a guide to everything to do in Key West.