Dining Outside the Home: Little Room Jazz Club in Key West, Florida! If you prefer to sit on the edge of the party, tuck your legs under a bar stool at a high table in a cozy corner of Little Room Jazz Club. Step back in time to an era of speakeasies and nightclubs. Pay attention as the piano player tickles the ivory keys in the glow of blue neon lights. Every now and then, requests ring out from regular patrons while first-timers absorb the melodic freedom of harmonic jazz enticing a head bob, toe tap, or other bodily motions. For those who like to nibble as they drink, a nice assortment of small bites are available on the menu. Choose an entertaining evening; experience it all.