We haven't done it, but I have been researching some dive companies in Nassau. I did a search on the PADI site and also a general internet search and found one or two that we will look in to for our trip in Sept.....however, I left all that stuff at work so I don't have the names here. I think one had "Cove" in the name. They do a two tank dive, and I think they offer morning and afternoon trips. All the prices are included, with and with out equipment. I believe they also will pick you up at the pier.
Anyway, even though we are new to diving, I will probably never do a ship sponsored dive excursion. Too little money for the dive company, too many divers, too (our dive instructor drilled that into our heads!) We had great luck booking our own on our eastern and western cruises, and I like knowing a bit about who is taking us and knowing I can email them with questions on equipment, etc.
Good luck!