I never paid a parking fee at Key West - maybe you're supposed to but I wasn't going to ask. Incidently, for fuel, best plan is to land at Marathon and go to the self-service pump at the south end of the field, it's much cheaper. The FBO at the northern end of the apron is rather luxurious but charges a fair bit for parking (though they kindly waived it when I pleaded poverty and innocence).
You infact cannot fly in a straight line from Naples to the Keys as the airspace does not allow it (VFR anyway). Even routing via Everglades City (scenic - but very small runway!) you will probably still overfly the water a long way out from the road, but don't relax thinking lifejackets will save you in the event of ditching - the water is full of alligators! Or sharks, further out!
Once on the Keys you'll be directed to fly a short distance off to the right-hand side of the road (rules of the air), and anyhow there's far too much traffic to safely land on the highway I'd have thought.
But frankly, there's surely far more risk of a mid-air, or an off-runway incident at Everglades, than losing your engine overwater. Best action to take is careful fuel planning and engine mixture management etc.
Scooting across to the Bahamas is another great trip in the area - if you climb up to the aircraft's ceiling that gives you a little bit more chance of gliding to land, aswell as better fuel consumption.