I wanted to know this also. I found this from a website that came up through google.
Drink. Bring all the beer and wine you plan to drink as in the Bahamas it is outrageously expensive ($9 for a sixpack of Budweiser, Beck's or the local Kalik) and the selection is very poor. I had heard that rum was cheap, but I would say rather that it is about the same as US prices, perhaps a little less. You can get local rum and some interesting flavored rum (coconut rum, mango rum, pineapple rum etc) for about $10/liter; Bacardi (which is bottled in Nassau) is slightly higher. I had also heard that other liquor was expensive, and in many cases it is, but at "duty-free" stores in Nassau and Georgetown we found Jack Daniel's for around 10% more than Florida prices.
Looks like it will be a beer run on the way to the port for us!!!
Kim