We had smoke fumes through out our 757 over the Florida Keys one day going to Central America. Our closest airport was Navy Key West military base. Landing there made no sense and we did not consider it because descending required distance so we returned to MIA. A few minutes extra to land at a familiar airport is a lot safer than dumping into an unfamiliar airport. The other problem is if you land at the Military base everybody needs to bus back to Miami to start over. We changed gates and were gone again in one hour.