You better hope you're around for a sunny Sunday in Nassau! Every Sunday catch the ferry or find a friend with a boat to take you over to Sandy Toes on Rose Island.
Sandy toes is the mecca of all beach bars. Cruise right up to the bar on your boat and anchor right there in the sand, or book the Sandy Toe's Ferry a few days before (link below). Drink, eat, play in the water, and listen to live music and or their DJ! By the way, their burgers are bomb dot com.