I've dived out of Marathon a fair bit, and I can recommend Abyss Dive Center, which is on the east end of town. Things I like about them:
1) Mature, long-standing staff/owner/captain. Owner has been a diver for decades and still dives.
2) Really comfortable 6-pack boat (a separate enclosed/dry seating area if you choose to sit there, private area to change if you so desire, fresh-water rinse/shower).
3) Friendly, you are "one of the family," type atmosphere.
4) Comprehensive safety briefing that they don't just laugh off.
5) They'll go out with just two divers.
While I have had dives cancelled there due to weather (and a front would be the time), sometimes it was a case of "the weather looks a bit rough, do you still want to go?" and giving the divers a choice.
The reef dives are similar to those in Key Largo, although most of the reefs are not quite as deep-relief as, say, Molasses. I still enjoy them all though. That said, Sombrero Reef is a really nice spur-and-groove reef, although it's a bit further out so you may need to request it because they don't tend to go there otherwise (it's one of my favorite Marathon reefs though). There is an east and a west Sombrero so if they go out there you will typically get to do two dives on it - they just move to a different mooring ball.
They charge an extra fee for the Thunderbolt (I can't remember how much but it was reasonable to my mind), but they also have a DM in the water who carries/stages an extra tank on the wreck near the line, so you do get something "more" than the usual reef dive. You don't necessarily have to follow the guide though, in my experience (probably depends on your skill level, if they know you as a diver, etc.). Normally on reef dives the DM/Captain stays on the boat and it's up to you to be back in 1 hour/500 psi (they bring an extra person along on Thunderbolt dives).
I have dived a couple of times with them when I was sans buddy. One time I buddied up with one of a group of three; the other time I hired the owner to go along as a guide/buddy. I have seen others on the boat do similarly.
I can't speak to other things to do as I tend to just dive, go back to the lodging, cook/eat, relax, sleep, dive... etc.