Nassau is a port city with little culture to offer (even their food is shipped in from the US). Senor Frogs was a 20 year old clubbers dream and the town was veryyy small. We wandered about, easily found a historical museum and then went up the street to the fort. I recommend getting food at the top of the hill by the fort, as that was the only restaurant we found that didn't have tourist prices.
We ended up going to Atlantis by jumping in a tour van of someone else. We wandered around, went to the beach and if you're at the beach you can return INTO Atlantis! Make sure you check out the underwater aquarium under the bar shed. Then we took a water taxi back to our boat.