Skip Port Lucaya Marketplace. Unless you just want to buy touristy stuff... there is just nothing special about it. You can bargain with the merchants somewhat, but overall there is nothing worth seeing there. I would have preferred spending more time in the gardens.
There is a straw market near the ship, with only a few buildings. You can find the same things there as in the Lucaya Marketplace and for the same prices too. There is nothing anywhere around the port worth seeing. There is a taxi stand at the port and no trouble catching a ride anywhere you want to go... just be aware that anything of interest is at least 5-miles away from the port.
From the boat, you can easily walk to the Aquarium, Pirates Museum, Maritime Museum, Sloppy Joes bar... the old town Key West was good just to wander. I recommend just getting off the boat and walking a few blocks into the town. There were plenty of interesting places to shop, sit and watch or things to do.
Bought a conch shell off the boat in Nassau for $5.00. Another lady bought two conch shells and a large starfish for $25.00 at Blackbeards Cay. I liked shopping in Nassau, but sales people got a little pushy.