Me and friends used to dive the old bridge pilings north of Big Pine Key. There's a great campground with a nice pool, hotel type rooms, and mobile homes for rent, just as you get to Big Pine, called Big Pine Key Fishing Lodge. Some of the reef structure on the old bridge pilings is awesome, lots of tropicals. Be careful though, the current moves through there at about 5 knots at the peak. You can easily snorkle out to the pilings from the swimming beach, just as the tide is going slack. That'll give you about an hour, before the current gets too strong to swim back.
We've also done this from a boat, with a long anchor line and trailing a long tag line. This enabled us to dive the pilings during the strongest part of the tide, though it was physically very demanding. I wouldn't advise it for anyone but the strongest and most experienced divers. We called it "Gorilla Diving".
But hell, BPKFL rents boats, so why bother.