I did some research and found a beach called Doctors Cave. We took a taxi there for $5 per person. Then it was $5 to get in, $5 for the chair, $5 for the umbrella. It costs us $90 including roundtrip transportation, 4 chairs, 2 umbrellas. There are a couple of bars with waiter service on the beach. Heinekens were $3 and most sandwich/wraps were under $10. Beach was awesome, never got bothered or anything. Next door there is a resort, and if you want, you can rent jetskis, go parasailing, etc. There were some people snorkeling right there, and I saw 3 large catamarans stopping right in front of our beach so the snorkeling must be pretty good right there.
After being in the beach for a few hours, we walked the street and saw some of the stores. Seen one, seen them all. Picked up a couple of souvenirs and took a cab back to the ship.
We never felt in danger or anything like that. Perfectly safe environment, even with a 9 month old.