Nanny Cay is a fantastic place to sail out of. We have used Horizon 5 times now and would recommend them without hesitation. We have stayed at the hotel at the end of our charter in the past as well and really enjoyed our last day in the BVI's there. Nice beach bar, decent food at Peg Legs, great pool and yes the showers are second to none. One thing to think about is returning your boat. It gets very congested at the fuel dock with super yachts and other boats attempting to return to base. Give yourself a good hour or so to get that part done or come in the night before and use the marina and the facilities at Nanny Cay to your advantage. Much less stress for your last day. Mind you, you may want to have air conditioning on your boat to make that maneuver a complete success. It does get pretty hot at the docks there.
A big thumbs up to Leverick Bay for a couple of days as well. Rent a car, tour the island and enjoy the Baths the much more laid back way. Also Diamond Cay, the Bubbly pool and the B-Line Bar are a great suggestion as well.
Enjoy your trip, you will certainly have fun whatever you decide to do.