In Freeport check out UNEXCO (I think that's how it's spelled), they have a dolphin swim that is really in the water with them, not sitting on the edge like the ship excursions. It's about $170/pp, expensive, but would do it again in a heart beat! If you scuba, they have similar programs.
I agree for Nassau - go to Atlantis and pay the $20 to see their aquarium - wow, there's also a public beach 2 resorts down from Atlantis. Shopping is fun there too.