Fort Zachary Taylor Historic State Park in Key West preserves a massive fort built in the mid-1800s to guard the entrance to Key West harbor. It played an important role during the Civil War, and the fort holds one of the largest collections of Civil War-era cannons in the country. Visitors can tour the fort and its grounds, then head to the park's beach, widely considered the best swimming beach in Key West. Clear water, shady trees and picnic areas make it a favorite among locals, and the beach is also a great place to watch the sunset. Entry is $2.50 for pedestrians and $6 per vehicle. Bring water shoes, since the beach is rocky in places.