I've always used live shrimp in the keys, and I've fished a hell of a lot of Saturdays down there. I've fished on bridges, under bridges, on party boats, you name it. The most success I've had is under some of the bridges, there is usually some rock, concrete that allows you to fish from.
Also live shrimp can be found at every bait shop. Just keep in mind some of them have tiny, rinkydink shrimp that aren't worth buying. Sometimes you may have to hit a few bait shops before finding some decent shrimp.
Another thing that does work if you are fishing from the shore, under a bridge is Thread Herring. Or in spanish, Machuelo. http://www.mexfish.com/fish/dbthher/dbthhersnow373b.jpg
Cut the frozen thread herring up into 1 to 2 inch chunks hook it on the line and cast. Mangrove Snappers love that stuff.
Make sure to take enough hooks, weights, and leader, if you want take some floaters to keep you from getting snagged on the rocky bottoms because this is inevitable.