When you are heading to Harborside from the airport, ask the driver to stop at the grocery store. There is a shopping center just past the bridge to Paradise Island where he will stop. The shopping center has a liquor store too. Beer is very expensive, $45 case, rum is very cheap. I prefer the cruzan, but most of them are very good. Alot of the liqour stores in Nassau have tasting boothes, where you can sample the diffferent rums.