I'd head over to Paradise Island/Atlantis and check out the aquarium/dig, its definitely something to see and you can get a tour for $25 or $35. You can take a regular taxi or the water taxi, or even do a ship tour.
I enjoyed the Pirates and forts tour. Nassau actually has quit a bit of late 1700's & early 1800's ambience with such sites as Parliament Square(1815), old prison(1798), queen's staircase(1793),Fort Fincastle(1793), and Fort Charlotte(1788). Kids of all ages should enjoy the Pirates of Nassau Museum.