We’ve done both routes(the lake once, the keys many times). We just find the Keys route to be much more enjoyable and fun. The sole negative would be that once you leave the ICW in the Keys and head north, you will be dodging crab pots endlessly.
This can be mitigated somewhat by staying east of the Everglades Park boundry when possible. The crab pots also make night travel problematic, so we always stop at little Shark River for the night (beautiful, but mosquito ridden after dark).
Smokehouse Bay, at Marco Island is our next stop after that (just be aware of the Cape Romano shoals that extend way farther south than you would expect).
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