I have been there a couple of times with work. It is EXPENSIVE as hejj to eat there. If your parents are not paying for food the best thing to do is walk to the first bridge. To the left of it (before you cross over) there is a small shopping center. Eat at the deli there. Its pretty good and cheap and only about a 15 min walk.
Yes it is part of Nassau. Like the other guys said nicely it is the Ghetto!!! HOWEVER, you can buy some neat stuff there. You can get real Cuban Cigars or plain old POT if you want that.
The Resort itself is nice, you can only really look at the fish for so long though. The people that work there are rude as hell too. I took a chartered fishing trip that cost about 60 bucks a person for 5 hours. That was fun...
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