That's true, BUT if a big cold front comes thru try going shrimping!! The shrimp in FL Bay get up and move on the cold fronts and you can take a spotlight and long handled, telescoping shrimp net to the cuts between the islands and dip up shrimp at night. If they are running good, you can get a few gallons worth.
I did it at Adams Cut in Key Largo when I lived there, but the runs happen all up and down the Keys.
You need a GOOD headlight/spotlight, a fine mesh shrimp net and to figure out how you can access the cut.
Local knowledge of how to get to a place to dip them can be very important. Ask at Bait shops (where you will buy the net, too), as well as asking any fishy looking locals that happen to be friendly (they get inundated with tourists down there and can be reluctant to give up information). You can also drive US 1 at night and look for the lights of people shrimping along the cuts. They will only be doing it if you get a lot of North wind.
The best headlight/spotlights are mounted on a headband or hat with a seperate battery that sits on the ground/deck and has a powercord running to the light. People often make their own and use things like track lights for the bulb. I've got one made by Western Rivers with a battery that fits on your belt and its pretty good, too. Some of the newer LED lights might be good, too.
If you are dipping from shore you need a telescoping aluminum net that has 3 extensions and goes out to maybe 18 feet long. There are a lot of places you pretty much need that much length.
People do it from boats, too, and it is even legal to pull a "trawl" type net if it isn't too big, but it can be a real circus from the boats weaving through confined areas at night, at least at places like Adams Cut.
Dress warm, too. You don't think of the Keys as getting cold, but if you are standing alongside a cut for hours at night with a north wind blowing, it can get chilly even down there.
Good luck!! If you get some they will be the best shrimp you ever ate, both because you caught them yourself and because they are so fresh.
I miss the shrimping more than most anything else about the Keys.
