I took the Majesty out of MIami that goes from Friday to Monday to Coco Cay and Nassau and back. Coco Cay is a private island owned by Royal Caribbean so there isn't much to do there except float around the ocean. They have Jet Ski, Parasailing, floating around the ocean, snorkeling and scuba diving.. my g/f and I did the scuba diving and had a blast.. but you can do other things there just as fun and less expensive. You will get BBQ style food on the island so you don't have to come back on the ship to eat.
Nassau was not that great. It's dirty and lot of rude beggars asking for a dollar. Do not give anyone anything because once you do, rest of them will all follow you. My suggestion for Nassau is the tour of the Paradise Island and the Atlantis resort tour. You take a small boat across the bay from your ship to Paradise island (you can take a taxi there too but boat is more fun.) You gather at the pier and they will group you to each tour groups, you do walk a bit, but you get to Atlantis.. get a bracelet and they will walk you through the casino, hotel and the DIG which has a HUGE aquarium.. it's defintely a tourist trap.. but well worth seeing one of the nicest hotels... If you are a scuba diver, do not use Royal Caribbean excursion for scuba diving. THey use Nassau Scuba Center.. and they are horrible. Go on your own and use Stuart COve. THey have pick up at the pier... they are far more professional and better equipment than the other guys. But hey... no matter what you do, you will have fun.. after all you are on a vacation cruise!! I love to cruise! | 
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