I'd agree that there is nothing extra scenic or culturally important for an extra drive to Orlando or Tampa, unless the new Salvador Dali art museum in St. Petersburg (Tampa) is of great interest.
Yeah.... from PBI just stay on the I-95 corridor....and fly out of FLL, if possible....often there is no extra fee for dropping the rental car at another Florida airport.
The drive from Miami to Key West can be quite pleasant if you have plenty of good music in the car, and plan for a middle-of-the week trip (or sometime that does not have the heavy traffic of driving south on Fri-Sat, and north on Sunday along the Overseas Highway).
As was mentioned, the weather might be wonderful, or too cold for the beach, so plan for plenty of things to do on too-cold days, or days when it's warm enough for the beach only for a few hours in the afternoon.
For shopping, if you like outlet/low-price places, try Sawgrass Mills mall, in SUrnrise, FL, about 10 miles west of Ft. Lauderadle!
http://www.simon.com/mall/?id=1262
enjoy!