We just got back. It was our first visit. We stayed on Provo, so my comments only apply to the most developed of the islands.
Let's start with the shopping: there really isn't much. A few Florida like shops - bathing suits, T shirts and chachcas.
The art is pretty lame. Some Haitian and Bahamian art, but not the good stuff.
There isn't much to do other than beach, pool, relax, beach, relax. You might rent a car and do a fantasy-explore adventure. There are fabulous homes and lots more being built in absolutely gorgeous settings.
The fishing is OK. Lots of options out of Turtle Cove. That's also where the better restaurants are.
Avoid Hemmingways and the Banana Boat. Otherwise all the restaurants were good.
Wander down to the conch shacks on the beach, great fresh conch and fish.
One of the most beautiful beaches in the Caribbean is on Grace Bay. The snorkeling is good there as well.