I have been to Nassau several times, three times on the three-nighter, but on MOS. I love Coco Cay! My recommendation is when you arrive on this private island to proceed to the far side. You will have more of a slection of privacy places to sit, i.e. hammocks under scrub pines and lounge chairs. There is a beautiful beach to walk on. Last visit, I followed a school of elongated aqua green fish as I walked on the shore just within arms reach. Coming back, I encountered a stingray just off the beach. I would recommend snorkeling. If you have your own snorkeling equipment, which can be purchased fairly cheaply at your local sports store, you can rent the life vest and flippers for around $15 from the excursion desk for your Coca Cay experience. (I am not one for sticking something in my mouth that I don't know whose mouth it has been in prior or something that has been soaking in a big wooden barrel). The waters are crystal clear and excellent for first time snorkelers, instructions given. You can also get the entire package for about $26 which includes all equipment, mask and snorkel included.
As for Nassau, the straw market is interesting for first time cruisers and first time visiters. You can see it to the rear right of the visitor's center in port. You can dicker for bargains here for local crafts or you can shop downtown (which is where the port is located) at many stores, sometimes getting a bargain, and sometimes not. If you get thirsty, I would recommend a small drugstore located about two doors down from the straw market which sells bottled water for about $1.00.
A lot of people who are first time cruisers are unaware of a small beach located within walking distance of the ship and behind Senior Frog's (about a 15-20 minute walk). Depending how long you are in port, you would have enough time to go to the beach when you arrive, go back on ship for lunch, then return to shop in town. Usually the 3-nighters spend about 8-9 hours in port.
Have fun! Happy cruising and prepare to be hooked on cruising!
