The best information about RC's shore excursions can be found on their own website: http://www.royalcaribbean.com
. Use the "Before you board" pull down menu and click on link to Land & Shore Excursions.
As for Nassau and CocoCay. Here are the links to general information and suggested activities along with lots of personal reviews that are found on our sister site, Port Reviews:
You can also go to http://www.bahamasnet.com
for some great info on the Bahamas. There you can also find discounted coupons and special offerings.
Coco Cay is RC's private island - so any excursions have to be booked through them.
After reading the information on Port Reviews, if you still have questions - feel free to ask.