Land is scarce in the Keys and demand is high, so land prices are sky high. So yes, RV parks are really pricey, especially in the winter season. There are, however, a couple FL state parks with better prices. Check the Florida parks site (http://www.dep.state.fl.us/parks/) and look at Pennekamp, Lignumvitae and Bahia Honda parks.
You could also stay on the mainland at Florida City - it's only about 20 miles down to Key Largo and 3 hours all the way to Key West. There are several parks tere at more reasonable prices. Florida City also gives reasonable access to the southern end of the Everglades.