You definitely want to do an excursion as Nassau itself is not a pretty town. In fact, we found it down right scary! We certainly knew our limits on where we could safely go. You might try Atlantis/Paradise Island there is lounging/casinos/water park/etc. You might also try catamaran/sailboat with snorkeling. These are fun, too. Unfortunately, excursions are limited at Nassau. Good luck and have fun!