Try Hotwire, you won't know the hotel name, go for the star rating.
Key West is very rich in cigar tradition. There are lot's of places to see cigars being handrolled. I've stayed at the Marriot off-season and it was reasonable. If price is a factor consider staying somewhere up route 1 off of Key West.
Please have a beer at Captain Tony's. That's where I fell of the wagon about 15 years ago and I haven't looked back.