The best dive, IMO, is the Thunderbolt wreck which sits in about 130 feet. It is home to a gigantic jewfish the locals have named Bubba. He's at least 6 feet and weighs over 600 pounds. Most of the diving in that area is very shallow. For snorkeling, I like Coffin's Patch where you can find remains of an old galleon strewn about as well as prolific numbers of fish. My favorite shallow diving spot is called Samantha's Reef, named after a nurse shark who has apparently moved on. Lots of ledges and nooks and crannies to explore.
I dove the Gap, a deeper site that is seldom dived because of hurricane damage sustained many years ago. It borders a deep sand flat where I found many rays and reef sharks crusing. It's practically a coral rubble mound now, but there are many sponges and hydroids taking over. It is so seldom dived the morays will swim out of the holes to investigate.
I have used both Captain Hooks as well as Abyss Divers and like them both. The resort at Duck Key is very nice.