Key West - We did our own self guided walking tour of the historical areas (Hemmingway's house, Light House, and Truman's Little White House). All have fees for actual admission into the structures so be prepared if you want to go in and get the full experience. Fees were from $30 to almost $60 for a family of four between the sites. While on shore we had some Cuban tapas from El Meson de Pepe which were very good and frozen, chocolate dipped key lime pie slices from the Key West Key Lime company. The port is nice with a lot of history and would definitely like to go back.
Nassau - My wife and I had previously been to Nassau on another cruise and while we would have loved to take the kids to Atlantis on Paradise Island the $120 usage fee plus taxi was not in our budget. Instead we chose to walk to Junkanoo Beach (about a 15 minute walk after you leave the port area. The beach was nice with a lot of offerings and best of all no admission. While on shore, we had Conch Fritters from the Conch Fritter Restaurant. Avoid this place as it was overpriced and the food was not that good. There are likely other places to sample conch which would be better.