Pick up a guidebook or a few pamphlets on the Bahamas before you leave home. Identify a couple of places that seem interesting to you.
Scope out some of the shorelines that you have access to and settle on a section of the beach that is the most ideal to you. Jump in and experience the crystal clear water of the Bahamas.
Talk to the various vendors about the different water sport activities they offer, including jet skiing, kayaking, water biking, sailing and parasailing. Bargain with these vendors until you can settle on a price that you're comfortable with.
Visit the straw market, where you can shop for designer knock offs, jewelry, shells, trinkets and almost anything made out of straw. Make sure to buff up your bargaining skills because haggling is almost expected at these flea market-like shopping areas.
Visit Bay Street and shop amongst some of the world's best-known designers, including Chanel, David Yurman, Fendi, Gucci, Coach, Tiffany & Co. and Cartier. Though you can't really haggle with these retailers, you can find a few good deals out there because shopping in the Bahamas is duty free, meaning you don't have to pay sales tax and the prices can sometimes be 25% to 50% off.
Have lunch at the Fish Market, where you can experience true Bahamian cuisine by ordering the fish fry. If you're up for it, make sure to order some Sky Juice as well, which is a concoction of coconut milk and rum inside a coconut.
Visit Parliament, Rawson Square, the Balcony House, the Pompey Museum, Christ Church Cathedral and the Pirates of Nassau Museum in Downtown Nassau.
Visit Fort Fincastle and Water Tower and the Queen's Staircase on the Hill.
Book a ferryride over to Paradise Island to check out even more of the Bahamian culture.
Saddle up to one of the various British pubs in the Bahamas to get a taste of how much influence England has had over this region throughout history.