We went on the Sovereign of the Seas in April out of Orlando. It stopped at Coco Cay and Nassau. In Coco Cay, we went out on the waverunners and had a blast! It was our first time on waverunners and we really enjoyed it. It is a bit expensive, but I think it's worth the splurge. The barbeque they had for lunch was great. The island was very pretty and very relaxing. RCL has a bunch of hammocks and chairs available. I would suggest trying to get on the first tender that morning (the ships set anchor away from shore and small boats, called tenders, take you to shore). As for Nassau, we went to Paradise Island and toured the Atlantis and then went down to the beach there and played in the ocean for about 2 hours. You can get there either by taking a water taxi, or you'll find plenty of folks right outside the cruise area offering you a cab ride. There is plenty to do in Nassau. We are taking the Majesty of the Seas in January; it would be great to hear about your trip.