Forgot to mention, there are some Duty Free bargains at the airport liquor stores when LEAVING Grand Cayman. One of my favorite Rums, Mt. Gay Extra Old is $22 US (about 1/2 what I pay at home), but you need to know your prices. Another favorite, Ron Zacapa 23 YO is around $45 US, which is more than I pay for it at home.

Just remember if you have a connection in the US, you'll need to place your duty free "liquids" into your checked bags after clearing customs - since you'll need to go through the security check point again.
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Snorkel air just tastes better than canned air...