I've not been to Key West but I've been to Savannah and Charleston. I loved both but I think I prefer Charleston just a little bit more.
When we took our trip to Charleston and Savannah, we were poor college students so we stay at some bad hotels. I mean, they were clean, but I wouldn't recommend them.
Walking the waterfront and visiting parks and beaches was our favourite part of both those places. If you do go to Charleston and it's the off season, you can stay for really cheap on Foley Beach. It had a decent Holiday Inn and it's a beautiful beach. We saw dolphins!!
ETA: YGPM in about two minutes.