There are a number of beaches in Nassau. The closest is Junkanoo Beach which is a 10 -15 minute walk from the terminal. I'm sure you can get a massage on the beach. I think you can get about anything at Junkanoo Beach. There are plenty of shopping opportunities in downtown Nassau. Near the terminal is Bay Street and the the Straw Market. The side streets outside of the terminal have smaller shops that can be fun to browse through.