Frigate Bird sanctuary is interesting - you take a small "open" boat across the bay to reach it so you have to make the trip when water is calm. The day we went, the water was calm on the way over but coming back the wind had kicked up and it was a bit "bumpy" on the return - several people in our boat got drenched by splashing waves.

There are some some very interesting caves around the island (we visited the ones at Two-Foot Bay) and a sinkhole at Darby Cave. There's horseback riding and, of course, lots & lots of beaches. That's about it. You can, of course, arrange (through Coco Point) to go fishing, snorkeling, hiking and bike riding.