Key West was our first port of call, its links with the writer Ernest Hemingway the prime attraction, along with its reputation as a continuous party and 'no-jacket-required' ambience. It's the place to which hippies migrated thirty years ago – and most of them are still there: older, wider, more follicly challenged, but undoubtedly as colourful and unconnected to the outside world as ever.

As is Key West, which is nearer Cuba than mainland Florida, and which during a little spat with US immigration authorities over the number of Cubans slipping into America via Key West’s back door, declared itself The Conch Republic. That's pronounced Conk, by the way, and it’s a word you see a lot in Key West.

You can eat it as a main seafood dish or as fritters, and you can ride the Conch Train, highly recommended as an introduction to the city. The Conch Train is a gas-powered, open-sided bus driven by the tour guide – Alan in our case – who delivers his encyclopaedic knowledge of his city with charm and rapid wit. He will tell tales of singer/songwriter Jimmy Buffet, who sang of the Florida Keys in several songs including Margaritaville, after the drink Margarita which is still pretty popular in the happy hour.

You'll see Hemingway’s House in Whitehead Street and Hemingway’s favourite bar, Sloppy Joe's, on the famous Duval Street in the centre of town where practically anything goes. He will show you where writers Tennessee Williams and Robert Frost lived and explain the architecture, from the grand colonial-style mansions like President Harry Truman's Little White House, to the humble, single-storey painted wooden cottages of the 19th century cigar makers.

Your guide will tell true and tall stories of the wreckers on whose fortunes Key West was built. There's a Wreckers museum if your appetite is whetted. And he’ll explain the exotic population mix of Spaniards, Cubans, African-Bahamians and North Americans, giving a brief history of the United States in the process.

And he'll drive you from the Gulf of Mexico to the Atlantic ocean, the length of White Street – about four miles, but it sounds impressive.

Key West's reputation for continuous partying is not exaggerated. Early on we slaked our thirst at Sloppy Joe's, a huge, noisy and friendly bar, festooned with Hemingway memorabilia, and found we had arrived during Fantasy Fest, a week-long music, eating and drinking celebration in the Bahamian sector of town. The smells emanating from Petriona Street on a warm October evening were temptation almost beyond endurance. There seemed to be sizzling food stalls from one end of the street to the other, interspersed with the odd bar.

But we tore ourselves away for the daily party in Key West – the sunset celebration. I can't think of anywhere else where the sunset is billed as an official tourist attraction. It is here, and rightly so.

About an hour before dusk, Mallory Square, alongside the Gulf of Mexico, begins to fill with an extraordinary collection of stilt walkers and jugglers, fire-eaters and escapologists, fortune tellers, craft stall holders, a performing dog act and a less than mediocre bagpipe player. Along with the inevitable ice-cream, popcorn, Coke and pizza stands.