Also, almost everything is expensive on the islands due to the trouble of importing it. I suspect that the recreational drugs that are peddled aggressively in the tourist areas are the only exception to this rule, but thats not my bag so I cant say for sure.
The best thing I did in the Bahamas was to take one of those short charter boats out to some little island and lie around in a hammock on the beach for a day. The water is warm and clear; its a beautiful place. Actually, the second best thing was to go down to the beach by the hotel, get a pina-colada from the beach-bar and sit on the sand to watch the sun set. (A pina-colada is not a manly drink, you say? Perhaps, but it sure is tasty on the beach in the Bahamas.