I was at Anthony’s Key April 2008 and had a great time. The place is wonderful, the staff is great, food was also great, you’ll have a great time there. I stood on the hill rather than the Key (the food and diving boats are located on the hill) and if I went there again, I’d do the same thing (people complained it got windy out there in the night/morning). As far as shore diving, aside from the channel already mentioned, you can go out off the back end of Anthony’s Key, and there is some great diving out there (just plan it according on which way the current is running that day). There is a rope out there to help guide you out through the shallow reef to where there is a drop off. I went out there for quite a few relaxing snorkels, and saw plenty of life out there...saw a few turtle out there each time. Enjoy, and if you have any other questions, let me know.