Snorkelling is great there. Make sure you put lots of sunscreen on your back, though. A trip to the sunken ships is definitely worthwhile, but places nearer the coast have more fish.
Horseback riding: they have little horses that are some variant of paso fino and generally have very nice paces. On the trip we were on through the nature preserve, they trotted the whole time, which was great if you had a horse with a good gait, torture if you didn’t. My brother got a horse with a bad gait and I don’t think we’ll ever get him on a horse again.
ATV riding tours: Visit little towns and ride around in the country. You get goggles and a handkerchief to breathe through, but it still very, very dusty. Good chance of you being absolutely miserable if you wear contacts.
Sunset sail: watch the sun go down, dangle your feet off the boat, eat snacks, throw disliked snacks to the seagulls, drink lots of rum & coke.
Shop: LOTS of jewlery stores. Feel free to bargain for jewelery. The first, second and third price you hear is not the real one. Touristsy stuff is cheaper in town than from the beach-wandering sellers.
Casino: most big hotels have 'em.
Food: you can go into town, or walk up and down the beach and pop into any place that looks interesting. Seafood’s a good choice. Tourist trap places are evident, but not terrible.
Cultural stuff: we saw some churches and a small dance festival (with a girl who looked about 14 in a las-vegas style showgirl outfit). You’d have to see what’s going on while you’re there, though, except for the church which was a part of the bus tour.
There is always a steady breeze there, which makes the heat less oppresive. The scenery is more remiscent of Arizona than what you’d think of as a resort island. I wasn’t too thrilled about the beach (no fish, wind would blow sand), and usually hung out at the pool. Everyone there is happy, there are no beggars, sales people aren’t too pushy, and they’re just thrilled to be a Dutch colony.