To the OP, probably out of your way, but I've always heard good things about Honeymoon Harbour and Gun Cay, and everybody hits up the Sapona shipwreck if possible.
Also, Cheeseburger Party on Fiddle Cay is fun but you just missed it.
You may even bump into this guy...
I was expecting a more Branson-esque video or some naked/topless wave runner races. There into that kinda thing down there. ¯\_(ツ)_/¯
"Sometimes we’ll go off island for the rest of the day. About 18 miles away there’s a lovely island called Anagarda and we kitesurf over there. I learnt to kitesurf about eight years ago when the sport was still slightly hairy because they hadn’t designed kites that were easy to control. Once, a delightful photographer turned up on the island with an even more delightful girlfriend and asked if I would take her kitesurfing on my back. I said I would, and then he asked if I minded if she didn’t have any clothes on. Silly question." - Richard Branson
Went to a bachelor party down there a few years ago, one of the guys owned the hotel, and we ate conch salad, cracked conch and fried lobster the whole time we were there. Tough to find a good conch salad here, but occasionally you do.