Have been to Nassau before and don't like it. Too loud, shopping is poor, excursions too expensive for what you get. Someone is constantly trying to sell you something.
Didn't go into Freeport. Just got off the ship and walked around the shopping village at the port for an hour. Not impressed. Stores selling mostly "junk".
LOVE Key West. Something for everyone. Historical sights, great bars, lots of attractions, good stores. Unfortunately, the weather was bad and nothing was going on at Mallory Square, which we were looking forward to. But still love Key West, even in its worst weather.