We had booked the Blue Lagoon excursion through portpromotions.com (much cheaper than through Carnival). This required us to get a taxi to the pier which was supposed to be a 10-15 min ride. The driver made us get off the taxi behind Atlantis and the long confusing walk to the pier resulted in us missing the excursion. This was a shock and pretty much ruined that day. I don't know if I will ever trust a Nassau taxi driver. Always note the name of your driver.
My favorite day was Half Moon Cay. We did the eco bike/hike. There were only 5 of us plus the guide. It was very enjoyable. I always like the private island days as there are no taxis or aggressive vendors to deal with. The water was beautiful.
More 
