Lived in the Keys for 10 yrs. It's a different world there. People who live there live there to escape the constraints of the mainland and have their own culture. Even in a family restaurant you're likely to hear some language you might not want your 2 yr old to hear. It's not a rough place by any means -- I loved it. But there isnt that much to do with kids. We moved to TN to raise ours.
Here is what there is:
KEY LARGO: Pennecamp Park -- has a small beach, glass bottom boat rides, and a small "museum" building with some aquariums. and a nature walk.
ISLAMORADA: Theater of the Sea -- has small dolphin and seal shows where you pet the dolphin and get kissed by the seal (smell like fish the remainder of the day), and swim with the dolphins. Holiday Isle: Stay away from the Bar on the Beach and stick to the Tiki Bar during daytime for the JR and Iwalani show and there used to be a guy who played steel drums and gave their history. Those shows may be gone but Tiki during the day tried to be family oriented. The beach has a lot of thongs.
KEY WEST: Mel Fisher's Museum, Hemingway House (dont go if allergic to cats), and some more. Stuff. Watch out for chickens running in the streets.
Dont know much about Marathon -- never like it there much. Hope that helps.