We loved Half Moon Cay. The best beach we have ever been to. We did rent a cabana for the day as we were 4 adults and 2 children. Worth every penny as it was very hot there. We booked the cabana at the Excursion Desk the minute it opened. There are only a limited number of cabanas, so you have to book one immediately upon boarding the ship. At Grand Turk, we spent the day at the Margarativille pool. In Nassau, we did the dolphin encounter two times on our own. We went to the Blue Lagoon Dolphin Encounter and really enjoyed it. Never did Atlantis. Hope this helps with your plans.
Leyla from Long Island