Yes, the map suggestion is great for a self guided walking tour. The Conch Train Station has them for sure. I've walked just about to all the points of interest from that area. It is very warm on Key West that time of year, so stay hydrated. You may be able to download a printable walking tour map. That way you can plan your route. I got worn out once and took a taxi back from the Southern Most point marker. I did a lot of side tours on the way up there though including the cemetery.