Joe, on Marathon your best bet will be Sombrero beach. Nice sand and shallow water hunting there.
Not too far north is Ann's beach, its another nice little place to stop and detect.
DO NOT just jump into the teal blue waters anywhere you want with a metal detector. There are state issued treasure hunting leases and trespassing into them with a MD is bad MOJO. You can research the lease areas here on TN for lat and longs which should give you a pretty good idea of where they are.
Also, forget about anyplace named ---- State Park. MD'ing is NOT allowed in the State Park. If you check with the Ranger at Long Key and Bahia Honda state parks, it depends on who is working that day as to weather or not you can hunt the sandy beach (never in the dunes, only between the dune and waterline) but like I said, it depends on who is working that day. Get permission first at the office.
If you are in the water near bridges, be cautious as to the tides lest you find yourself in the Gulfstream heading for England.
This subject (MD'ing in the Keys) has been previously discussed quite a few times. Search the Florida section for more information along with the Beach and Shallow Water section.
Good luck and enjoy the vacation.