I would either do that, or stay on the ship. The only thing I would caution is that you need to be somewhat aware of security, if you do that. YEARS ago we went to a resort for the day which had a nude beach.. We took a bag with cash, etc and managed to get our cash stolen. We actually were pretty sure that it was the bartender, but couldn't prove it. That is the only place that we have ever been ripped off at, over 40 years of travelling in the Caribbean. We stuck out because we had a bag, etc., and were talking that we were there off a ship. We did it on our own. If this would be an excursion from a company, I would ask whether they would have a place where you could secure valuables and to take a shower if you wanted, before going back to the ship.