One popular way to get to Cuba is boating from Key West (I know, I know, opposite the usual direction of travel there).

Supposedly there are several marinas in Cuba that will do all your paperwork for you, and give you (for about $50 US under the table) a scam "sponsorship," so that you are technically spending their money, not your US money. I'm not sure what the Feds would do to you if they found out you did this, but the guy I talked to about this (he's a boat captain in Key West who runs these tours) said in his years of running these trips, he's never heard of anyone getting in trouble.