To my knowledge (limited as it may be....) there are no longer any ferries to the Bahamas from here. There was one from West Palm Beach to Greand Bahama for a while, because it's so close, but it went out of business.
Otherwise, the other two carries who fly regularly to Nassau are Continental and Bahamas Air. I used to fly over there @ twice a month, and for a weekend flight, the $ was @ $200. If you are able to go out of Miami, it may be even cheaper. I'd guess that if you're flexible with times and days of the week, a flight could be had for $100-$150. (Then again, I'm not as familiar with the prices as I used to be).
Bahamas Air isn't too terrible; just plan on the probability of delays (of course, this is essentially true for all the carriers...Nassau definitely operates on "island time"). Also, they are the only jets that fly over there, and the flight takes only @ 1/2 hour rather than the 1-1 1/2 hour flights on the smaller prop planes (Continental's flights to Nassau from FLL are tiny 19-seaters).
One thing you may find is that morning flights will run more on time than afternoon...it seems that as the day goes on, the delays get worse......
Good luck!