Finally, we went to Nassau and did the shallow water dolphin encounter. Definitely spring for the deep water one- it was much more fun, and you actually swim with the dolphins. In the shallow water excursion, we only got to kiss the dolphin, pet its stomach and back, and then watch it do 2-3 tricks (total of 30 minutes). The water went waist high as well. Also, it was a bit of a waste of time, because they make everyone who has the excursion come to the location at the same time. So your time with the dolphins could be 2 hours after the people you came with. Basically, you spend those 2 hours watching the other people hang out with the dolphins. Also, they take all the pictures and charge exorbitantly for photos. It was $70-90 for 5 small photos. This excursion took place at the Atlantis resort, so after your dolphin encounter, you can walk through the hotel, their fake Atlantis "ruins," and the hotel grounds--- all of which is very beautiful.
As soon as you get off, all you can access is shopping, particularly at St. Maarten. You have to pay to get anywhere near a beach. But there is a $5-7 ferry, which you can utilize all day long around St. Maarten. We did the Underwater Sea Trek there. It was an incredible experience getting to walk under the water. However, it was short, and there was not much to see. The "artifacts" and "ship wreck" you see are all items they imported and placed around the walkway they made 25ft under water. The helmet is weighted and pretty much acts as an air bubble. The most important thing to do is keep swallowing while under water to reduce pressure (like on an airplane). Don't expect to take pictures here, because you need both hands to hold onto the walkway railing. They do have a photographer follow you around, and you can purchase the CD at the end. It was still a worthwhile excursion for the experience. After this, we just walked around the ships and relaxed on the beach.
At St. Thomas, you can get to the beach right away without an extra ferry or bus ride. We did the kayak, hike, snorkel excursion. It was wonderful but too short. You take a drive through the island (about 20 minutes) before you arrive at the excursion location. They give instructions, water bottles, and snorkel gear. You get to kayak through the mangroves, take a short walk through the island, and then snorkel. When snorkeling, you have to go swim pretty far out to see any fish or coral. By the time you swim out that far, they call you back to kayak again. They also have a photographer follow you around to take pictures. You can bring a camera with you, but make sure its water proof as water gets in the canoe. There are also lockers to stow your belongings in if you have things you don't want to kayak with.