If anything can take the fun out of a day at the beach, it's lugging all your stuff—a book, sunscreen, cold drinks, towels . . . and the list goes on—in a big bag to your spot on the sand. Then once you're settled in, you realize you forgot an essential and have to return home, or at least to your car. A cabana rental on Half Moon Cay takes care of that. You'll have your own colorful cabana, right on the sand, with beach chairs and a refrigerator stocked with cold water and sodas. If the heat on the beach ever becomes too much, you can retreat to your air-conditioned abode, and at the end of the day, you'll be able to wash off the sand in the cabana's shower before heading back to your ship.