When visiting Key West there is one spot you must visit to see the sunrise: White Street Pier. Even if you're not a morning person, White Street Pier is worth a visit at any time of day.
White Street Pier is a long concrete pier that stretches out far into the Atlantic Sea. Walk or ride your bike to the end where you'll find the pier greatly widens, providing ample space for you to find a spot to relax for a bit and take in the view. Facing outward from the pier you can enjoy the wonder of the vast ocean, which is quite clear below the pier. Turn around and you'll have a wide angle view of Key West. White Street Pier is known for its excellent location to watch the sunrise, but thanks to the angle of the pier you can see the sunset from it as well. During your walk along White Street Pier you'll likely encounter several locals fishing off the side of it. There is also an AIDS Memorial at the entrance to the pier.
White Street Pier is located toward the west at the end of Duval Street in Key West. Walking down it is free.