Hi christineken, welcome to Cruise-Chat. Congratulations on your up-coming cruise! Hope you'll become addicted like the rest of us
There are certainly plenty of choices in Nassau, but you can always go back to the ship for lunch, too. If y'all decide to eat in port, Margaritaville, Hard Rock, and some of the others will be less expensive than the Atlantis. I strongly recommend visiting the Atlantis, but want to caution you that it is expensive to eat/drink there. There is a free beach adjacent to Atlantis (Cabbage Beach) that is a very nice beach.
Coco Cay is a really nice private island. Great place to relax and play in the water.
Have a wonderful Cruise!