After 30+ cruises, I finally got to Grand Turk last month. It was a wonderful exprerience.....not a large island, no need to taxi or walk anywhere really, and the best part is you dock right in town.
There is a wonderful, clean, perfect beach about 3 minutes from the ship. Great facilities, wonderful water.
There is also a Margaritaville and shop, which is pricey, but they do have a pool you can use if you prefer it to the beach.
The whole day was like being on a private island and I can't wait to go back - of course, there were the usual people saying, "There's nothing here", but I ignored them and enjoyed myself immensely!