RC pretty much owns this island. All activities and beverages make them more money. You should know that 2 ships per day show up at Coco Cay. Lounge chairs go fast. If you are late to get off the boat you may have to lay on your towel in the sand. Also, the warmest water is on Barefoot Beach which has the largest shallow area so the water warms better there. Food on Coco Cay was mediocre at best.
We wanted to dine among locals so we didn't eat breakfast on the ship. We asked a local where a good breakfast spot was that we could walk to and he directed us over two blocks and up one to a place called Cafe Skans. Typical breakfast fare with reasonable prices. We got there while other locals were dining.
Straw Market - Just a few steps away from breakfast at Cafe Skans was the Straw Market. Here are some of our observations about the Straw Market. Everything there can be negotiated to a very reasonable price, sometimes super cheap. T-shirts, for example, can be had for $5.00. Every vender sells almost the exact same thing. It makes you wonder how they all survive selling the same stuff (literally hundreds of vendors under one roof). The low prices here at Straw Market make it ideal for buying souvenirs for loved ones back home without breaking the bank.
We wondered around downtown and came across the Pirate Museum. Lots of interesting facts about the more famous pirates to frequent or call the Bahamas home. There were cool things in the gift shop too.
We hopped on a Jitney (bus) and rode a full circle through Nassau's neighborhoods (all poor). Fare was only $1.25.
For lunch we stopped where the financial district suits dine, Van Breugels Bar & Restaurant. Upscale dining with prices reminiscent of SF or NYC but we feel it was worth it. Food quality was good and they have a selection of local Bahamian beers.
You only get 5 hours in Key West and that is ONLY IF you are off the boat first. You have to pass through customs coming from international waters. We were group 10. Didn't step on Key West until 1:30pm. Had to be back on the boat by 5:30pm. What a tease of a stop. You really need to spend at least four days on Key West. Plan ahead and go there after your cruise. Seriously. We took the City View trolley to see the general layout of Key West. Very informative. Got off at Butterfly Sanctuary (this was truly awesome) and had lunch at Southernmost Bar & Grill right on the water's edge. By then we had to get back to the boat so hopped back on trolley.