How long are you going for? How much do you want to spend? Do you run a boat? If you're a boater and have a week or so, I would rent a house in the Abacos (Bahamas) and rent a boat. Catch hundreds of fish on your own or get a guide. A mile or two from the beach and you'll be in thousands of feet of water. If you're more of a charter type guy, you could hit Cozumel. The sailfish run is strong in May. As for the Keys, Key West ain't the only town. We're going to Marathon twice this year. Tons of fishing there. Islamaroda is the sport fishing capital of the world. That's only about 1.5 hour drive from Miami and great diving/snorkeling, too. Just do an internet search on fishing the Florida Keys. You'll find a ton of stuff.