If you're ready to start planning your Siesta Key itinerary, we can fill you in on a few basic facts — before you pick up a rental car! An island of United States of America, Siesta Key is a place of fascinating cultures and traditions. If you want to get some local tips on things to see and do, you won't have too much trouble. It's home to around 6,600 friendly people who can point you in the right direction.