Grant just got back; I'm sure he'll have nice things to add. I've gone several times in the past. Customs on the return requires a form with passengers listed and other info. If you return to the States from an FBO, they usually help, or several web flight planners now have the forms. Over water survival gear is required. The AOPA web site has great information as does the Bahamas & Caribbean Pilot's Guide which you can purchase on their web site.
Have a great trip.
Dave