Loved Coco Cay! Great day at the beach... snorkeling wasn't that great, but a good for beginners. Lunch was a BBQ, some shopping (at retail prices).. but overall I would go again and again.
We hired a private tour for the day and went to the Queens Staircase, and drove around.. Had a fish fry lunch which was yummy.. but there really isn't too much to see. We didn't have time to shop because we went to Atlantis and floated on the lazy river (with rapids) which was awesome!
Purchased the transfer from the ship to Sea World through the cruise and it was worth it. Nice buses, air conditioned, and the rep from the company stayed at the park all day in case of problems. Sea World was good, but not enough exhibits.. mostly shows... but the kids had a great time and boy were we tired!