Coco Cay is much like all the other private islands. It is small in size you and must be tendered in from ship. There was a good wait for tenders getting off and again to get back on. The island is north of Bahamas and weather may be cool as on Jan.3 cruise it was high of 68F. They serve lunch for a limited time at a couple locations. As for activities it depend on what you like to do. The wave runners look like they are escorted. Lounge chairs were abundant enough.
St. Thomas - We did Turtle Cove excursion. We did this once prior and really enjoyed it. Saw at least 6 turtles, sting-ray, baracuda, and many other fish. There are two boats. We love the catameran "Dancing Dolphin" as the crew really are great. The other boat is the "Doubloon" which was more like a barge than a pirate boat. You will have a fun ride on the catameran so request it from your host at the pier.
If you are looking for a beach; "Coki Beach" is fun as it is located next to Coral World so there are things to do other than snorkle or sunbathing. You can grab a taxi each way.
St. Martin - The 'Americas Cup" race is fun but if there is no wind it may not be so good. We did it one year in light wind and still had a great time with time to spare to go to the beach.
Orient beach has the most activities, nice beach bar/restaurants and water. We did the beach break that included bus ride, lunch and a couple drinks. It was fun. My two boys (18 & 24) did the zip-line trip and had a good time.
Freedom of Seas 1/10, Carnival Freedom 1/08, Carribean Princess 1/07, Navigator of Seas 1/05, Voyager of Seas 7/04, Conquest 12/03, Explorer of Seas 1/02, Victory 12/00, Triumph 9/99, Paradise 12/99, Big Red Boat 12/94, Noordam 1/90, Volendam 5/82