We're are doing the same itinerary in four weeks:
For Nassau we're going to BlueBlue Lagoon Island - The Real Bahamas - Enjoy the Dolphins and Secluded Beach
Lagoon. They have dolphin and sea lion encounters...but we're just going to snorkel, float, and enjoy the beach/ lunch. I tried to book on my own, but they have an arrangement with Royal that won't let them. No problem the ship excursion picks you up at the pier instead of a taxi to Paradise Island. Most of the reviews say it's pretty quiet there becuse it can only be accessed by boat.
On St. Thomas, we like to go to coki beach. The area is undergoing a major renovation, but the snorkeling is amazing. We just take a cab over and back. The trip there is about 20 minutes and offers some great views. It gets crowded, but they have restaurants and equiptment right on the beach. Coral world is right there as well, but you won't see much inside that isn't swimming outside. The ship tours only stay for a limited time. The ship docks right in the middle of a mall, but for the best shopping head downtown. There's also a skyride right across the street for great views of the island, photo ops of the ship..and of course a bar.
I also did the turtle cove/ water island tour. The turtles were amazing and the beach on water island was very isolated. The crew on the ship 'Bones' was lots of fun, and of course lunch and drinks (after snorkeling) were included.
On St. Maarten, we're going to rent a car. It's less expensive than a taxi back and forth, and they drive on the right. The main road essentially does a circle around the island. Just try not to drive up the main street (front street I think) in Philibsburg. It's crowded with shoppers and there's hardly any parking. You're better off returning your car and walking back to the shops.
Whatever you decide, be smart, and limit the cash you bring with you. Be aware of your surroundings and keep an eye on the time!