If you take the water taxi ($5pp for all day) it will take you to Old Town, and just a short distance away, another shopping area. The main street parallels the beach....it's quite long. All you really need to do is select one of the many restaurants.....we chose Everythings Cool on the recommendation of Mattias (more about him later)....walk through, get a bite to eat perhaps, and you are on the beach. There are plenty of people there to "help" you rent a chair/umbrella.
Great Bay was nice because it was close to the ship. Food was good....water nice, although where we were, it dropped off steeply and my 2 yr old couldn't play alone.
Now, Mattias.....we wanted to check out both sides of the island, but thought we could do it cheaper and on our own time schedule. We were right. We walked the main street for a while, then talked to some taxi drivers.....Mattias said he'd take us around both sides of the island for $40 total (for 4of us) for 2 hours or so. We stopped at a little shopping area on a hilltop (the tourbus stopped there too) and offered to stop anywhere we wanted. He gave us lots of good info about the island, answered all our questions......very nice and personable.