Lots of places have bikes for rent. The hardpacked sand makes riding on the beach so fun and there are also bike paths connecting everything on the island.
There are lots of options to get out on the water. The Dolphin excursions are always fun and the sunset cruises never disappoint.
Great restaurant and music venue. Two seatings and concerts at 6:30 and 9:00 nightly. If you are extending your stay, Deas Guyz usually perform on Sunday's night. They are wonderful - but make your reservations early.