I've been up and down both coasts of Mexico a few times. When I was
on the pacific side, (1994-7) you'd pay little fee at each port, in
the amount of about $3 US or so. I delivered a boat a few years back to
Cancun and was charged $400 and change. - Just a side thought-

As for sailing the long way, there are a lot of considerations to take.
I too thought about that route a few times and decided against it
because of the remoteness. On the other hand, if you wanted to be that
alone you might find it to be the way to go.

Your final destination considered, if you leave key West and head
toward Havana and then toward the Yucatan, you get a back current near
Cuba that is counter to the gulf stream. The US imposed some extra
restrictions against getting that close to Cuba around about January of
2003, so if those are still being enforced, that is no option. Going
through the Bahamas gives you lots of protection from weather that may
come up plus as previously stated, there are fuel stops and a few
stores not to mention boat yards for the occasional mechanical mishap.

Back to the Mexico routes, if you do make it to Cancun area, from there
you will find a current in your southerly favor so long as you stay
fairly close to land. The Yucatan channel has had incredibly fast
currents from time to time and I have never seen the pinch less then
about 4 knots. Another thing to consider is that cutting across the
Caribbean from the Bahamas to the canal (if you should want to) you may
encounter a very nasty sea. I've cross several times and my luck has
never seen less then 15 foot and once I was caught in storm where at
one point I saw 35 foot seas (and believe me, I had every intention of
selling the boat and moving to Montana!). I have known people that
loved the sail through 4 foot seas but that was not my luck.