Well... I take a camera but not much else. It is a good idea NOT to take your wallet, because that way when your wifey sees that thing that she thinks she wants you can say you left your wallet in the room for safety - and you won't be lying.
But.... by the way - doesn't this sound a LOT like the Nassau and Jamaica ambushes. It is almost like you have be crazy to get on a bus with a dozen people to go see some distant, obscure sight on an island.