We thoroughly enjoyed Nassau (again) wondering around on our own. The Queen's Staircase is a must visit and is an easy walk from the dock area. The Straw Market is also a must visit. Overall the economy is this region of the world centers on tourism. They take this very seriously and you should feel completely safe wondering around the area. We also did the horse drawn carriage and this was also a nice change of pace for us.
The only complaint we have is the fact that we were in port for such a short amount of time. The drive up to the rain forest was scenic and the guide was knowledgeable. The rain forest was amazing; beautiful and scenic. It was a nice getaway from the crowds.
The so-called "Dune Buggies" were not. They were Gator off road vehicles. MUCH more bumpy and less responsive than a true dune buggy. They had real dune buggies available; we saw another tour group riding around in them. But our group ended up with tall off road work vehicles. We still got to see a good deal of the island but it was false advertising. We paid for and expected dune buggies. We got something far different.