We walked to the Nassau Pirate Museum. Its an easy walk from the port and is through good areas of the city. We never felt un-safe. The museum was very nice - better then expected. There is a half of a full sized ship in the museum that you walk through to see how life on board a pirate vessel would have been. Recommend for anyone willing to go.
Beautiful beaches, lots of activities and a snorkeling trail. There are adults only areas if you want to get away from the kids. Disney has done a good job of providing enough chairs and umbrellas for everyone. Can't wait to go back.