Why not get it at Coco Cay...you won't have to drag one around until you need it and you will have a nice rememberance of your trip.....Just go and have a wonderful time...
Nassau may have more choices, but whatever you do, make sure you bring cash to Cococay if you want to purchase from the straw market. Many on our cruise were told they only needed their seapass, and were disappointed. If you simply want it for protection, you may do better to buy one at home. I thought they were a little expensive on the islands!