Night lights. The rooms can be very dark at night.
Teflon frying pan. They provide regular ones at the resort, but when we make omelets or scrambled eggs, we like to have a good one with the teflon coating.
Spatula or rubber scraper. The resort doesn't provide them.
Ziploc bags. We find all sorts of uses for them.
I second the idea of a kite. If you don't have one, there is a kite shop down in Coligny Plaza that sells easy fliers which are just that. Take a trip to the beach after 5 when most swimmers are gone and have a blast! We've never had a problem with lack of wind in the summertime, quite the opposite, so hold on tight to the string.
My kids also enjoy bringing one of the little fish nets people have for fish tanks and attempting to catch the Fiddler Crabs when the tide is out at the resort. They sure are fast getting back into their little holes in an attempt not to be caught.
We also like to bring a fishing pole. Although they can be rented at the resort, we've found the last couple of years that bringing out own allows the kids many more days of fishing. I believe they are $5 per day to rent and if staying for a week, you could easily buy one for the cost of the daily rentals.
Have a fabulous trip!
Grilling tools and charcoal are another suggestion if you plan on cooking some meals. There are grills scattered throughout the resort. 
