Henry Flagler opened the Casa Marina, A Waldorf Astoria Resort in 1920 on the largest expanse of beachfront in Key West. A number of renovations have since taken place, but that Roaring '20s glam is still very much alive amid the Jet Skis and parasails. Do a candelight dinner on the sand. Munch on conch ceviche at the pool bar. Get a massage on the beach. Bike up to Duval Street. It's all there — it just depends on what mood you're in.