If you haven't tried geocaching or even if you are an enthusiast, there is no better place than Exuma.
Geocaching is the sport of finding hidden "treasures" all over the world. It is a great holiday pastime for families. Just remember to re-hide the cache and sign the guest book. It usually relies on the geo-positioning capability of a smartphone. Check out geocaching.com for more info and free sign-up.
As of the writing of this post, there are 3 caches in Exuma and many more around the Bahamas. One is hidden on Stocking Island and two on Little Exuma - one near The Ferry and one on Tropic of Cancer Beach. You can track people's "finds" online and they seem to still be in good shape as of spring 2014.
It certainly is very appropriate that geocaching has spread to Exuma. After all, the pirate that is responsible for the legends of buried treasure, Captain Kidd, once had a beach house here (or at least a hideaway). Check out the story of Captain Kidd and Exuma.