I have done it once. I have lived here for eleven years. We stayed at Diamond Cay and took a cab into town. It is going to be a zoo this year. Tons of new boats and everyone is booked. If your going to stay in Great Harbor on one of thirty balls then two days early. People will be anchored all around and in between you. Little Harbor and a cab isn't a bad plan either. It is deep there and harder for people to anchor on top of you.