Enjoy the Bahamas for "what it is". Most Americans don't travel to foreign countries much (if ever), and there are hundreds of posts on these very DISBoards sharing dismay over how Nassau is so "<insert derogatory adjective here>". The Bahamas is indeed a foreign country.. and a poorer Caribbean nation at that... so expect things to be different from your local yuppie-approved shopping mall. I'd recommend avoiding the tourist traps and enjoying what the Bahamas is best known for -- a simple relaxing day at the beach, doing nothing but soaking up sun, digging your toes in the sand, and drinking your favorite drink. Your day in Nassau will be much better experienced (and remembered) if you don't expect it to be pre-packaged and "picture perfect" like Disney World.
That being said -- we have had lots of beach fun at Cabbage Beach, the free public beach down the road from Atlantis. My review is here:
http://www.disboards.com/showthread.php?t=2279215