We like to do a beach day at one of the resorts on the island. There are quite a few nearby in Nassau and further out on New Providence Island. Sheraton Cable Beach is a short taxi ride away or the #10 jitney goes by it. THey do a day pass for $25 per adult or $12.50 per child and it includes unlimited use of the resort, pools, beach access, reserved loungers, towels, bathroom usage, etc. They also do day-rooms avaible like 9-5 or something like that for $99.
The British Colonial Hiton has a similar program with beach access (no room) for $55 pp, but it includes a $30 F&B voucher pp to be used on site.
We also LOVE Compass Point Beach Resort. It's been featured all over travel channel and Conde Naste. Great bar with fantastic views on-site... here's the trip advisor write-up on that resort:
http://www.tripadvisor.com/Hotel_Re...ort-Nassau_New_Providence_Island_Bahamas.html
Nassau kind of gets a bad-rap because to be frank, the port area is not the greatest/cleanest. But once you get away from bay st/market st, you find that it's really a great island(s) with lots to explore. There are a lot of nearby private islands that offer excursion for beach days as well.