Believe it or not, Half Moon Cay is our absolute favorite port out of any Caribbean Cruise Ports, and it's the best Cruise Ship private island by far! It's paradise. I would, as a previous poster suggested, get off the ship as early as possible and find a hammock. if the hammocks are taken closer in, keep walking further down the beach until you find one. We rented a clamshell for the day, very reasonable, but didn't barely use it because there were a few hammocks behind us. It was heaven on earth just lying in that hammock swinging in the breeze looking out over the cresent shaped white sand beach with clearest Aquamarine water. You'll be so sad when it's time to go back to the ship. By far this is the best private island stop of all the cruise ship's, even Disney, we've seen em all.
For Nassau I'd do the Blue Lagoon excursion, takes you to a beautiful beach on an island. Atlantis tour is great but lots of walking. You can do the dolphin encounter but that's optional. Whatever you do stay away from the city, it's a dump!.
Never been to Turks and Caicos. Write us back after the cruise and share your experiences.