My favorite was just renting a golf cart and exploring Water Island. The ferry from Crown Bay is quick and cheap, and the beach over there in honeymoon bay is great. Katie is sweet and has lots of carts, but call ahead if it's an especially busy day to make sure you get one. There's a fort on the south side you can access from the hillside on the way there, but bring flashlights if you go inside. Just enough spooky and interesting for my liking.