http://www.bahamas-travel.org/bahamas-island-excursions/

Suggested shore excursions in Nassau, Bahamas & Coco Cay?
Moderately active to strenuous OK. Traveling: January 2006; method: cruise; in town 1 full day. Include approx. excursion prices, if known. Please include any contact info for the suggested agency/individual/tour group (etc).
Ideas: swim w/ dolphins? Sting Ray encounter? GOOD (not cheesy!!) island history/educational/ cultural tours? NO: shopping, goofy bus tours, etc. Have been to Nassau/straw market/Atlantis resort a million times, looking to experience it a new & different way!
THANKS in advance!!!
We are going to be in Nassau, Jan.21 .. I have been wondering the same thing as you. We did a Stingray encounter in grand caymen (It was wonderful!)
I am curious about the Atlantis Hotel you mention. There are several in our group that want to do the Atlantis, did you like it?
I have also been told about Paradise Beach (i think that’s the name). I believe you have to take a ferry over to Paradise Beach ..
Then again, you can always have your hair braided, no matter how long or short it is.
Good luck deciding.