Exuma: See
Thunderball Grotto, where the James Bond film Thunderball was filmed. A natural cave inside a small rocky islet, half filled with seawater and tropical fish, and lit by natural openings in the roof of the cave. The islet is only accessible by boat, and the cave is only accessible by swimming through an opening in the rocks (by snorkel at low tide, or by diving at high tide. Located next to Staniel Cay, and probably accessible by tour from there if you don't have your own boat.
Exuma National Land and Sea Park, a beautiful stretch of protected natural islands near the northern end of the Exuma chain. Major destinations within the park include Shroud Cay, with its crystal-clear channels through mangrove forest, where you can find sea turtles, stingrays, and baby sharks, and Hawksbill Cay, with its beautiful beaches and hiking trails. The park headquarters is at Warderick Wells Cay.
Pig Beach, a popular Bahamas tourist destination near Staniel Cay that consists of nothing but a sandy beach occupied by hungry and sometimes aggressive pigs. Only worthwhile if you're amused by farm animals on a beach. Maybe a fun stop if you're coming through on your own boat, but we wouldn't pay for a tour to go there.
Iguana Beaches, where you can see the native Northern Bahamian Rock Iguana up close and personal. There's a good one on the western shore of Bitter Guana Cay, a small island near Black Point in the northern Exumas.
Nurse sharks - These mostly-harmless bottom-dwelling sharks cluster around marinas to feed on scraps thrown in by people cleaning fish. Compass Cay Marina (north of Staniel Cay, near the Exuma Land and Sea Park) offers the chance to swim with the nurse sharks in a relatively controlled environment form $10 per person. There is also a spot at Staniel Cay Marina where you are allowed to swim with them at your own risk. Nurse sharks can bite, but usually only if you put your hands near their mouths. The bite isn't deadly, but can cause bleeding. The bigger threat to be aware of is bull sharks, which are much more dangerous and also attracted to marinas.
Norman's Cay plane wreck - A crashed cargo plane sitting in shallow water in the lagoon of Norman's Cay, near the northern end of the Exumas. The plane crashed during the time that the island was controlled by drug runner Carlos Lehder, an associate of Pablo Escobar, and popular urban legends repeated by tourist literature claim it went down while smuggling drugs. However, sources familiar with the island's history dispute this, with one alleged eyewitness saying it instead was crashed by a drunk pilot who was trying to sell the plane to Lehder. The plane is a popular snorkeling destination, since its location in shallow water makes it easily accessible (the top sticks out above the surface at low tide). If you don't have your own boat, it can be reached by a tour from Staniel Cay or Nassau.
Saddleback Cay. …