James Bond dove here before anyone else. In 1965, the crew of the film Thunderball chose a sea cave in the Exumas to shoot their underwater scenes; sixty years later, Thunderball Grotto still draws swimmers off Staniel Cay, a tiny island in the middle of this chain of three hundred and sixty-five cays stretching 200 kilometres between Nassau and Great Exuma. The small cruise ships that drop anchor here float in waters so clear that the hull seems to rest on glass.

A pocket-sized village among the cays

Staniel Cay has about a hundred residents, an airstrip, two grocery stores and sandy lanes explored on foot or by golf cart. Tenders land near the Staniel Cay Yacht Club, an institution founded in the 1950s whose wooden bar, hung with burgees from yacht clubs around the world, serves as the village square. Around the docks, nurse sharks circle peacefully, waiting for scraps from the fishermen cleaning their catch — a daily show, free and perfectly safe from the jetty. A small chapel, a school and a post office complete the inventory; everyone says hello, and passing travellers are quickly spotted, then adopted.

James Bond's grotto

A few minutes by boat from the anchorage, Thunderball Grotto pierces a dome-shaped rocky islet. You swim in, preferably at low tide, through a discreet opening; inside, shafts of light fall from the vault and illuminate a dance of tropical fish that come begging for food. The site is visited with a local guide; a mask and snorkel are enough, and less experienced swimmers can simply approach the entrance, where the current stays weak outside of tide changes.

The famous pigs of Big Major Cay

The neighbouring beach of Big Major Cay, about ten minutes away by boat, is home to the most photographed colony of swimming pigs on the planet. No one knows exactly how these animals got there — passing sailors, an abandoned farm, the theories abound — but they've made this cove their kingdom and swim out to boats as soon as they hear an engine. The experience, supervised by guides, delights adults and children alike; keep your fingers away from the snouts and the photos will be all the better.

Sandbanks and iguanas

Around Staniel Cay, every tide redraws sandbanks where you step ashore barefoot in the middle of nowhere, in thirty centimetres of warm water. Some outings continue to Bitter Guana Cay, whose low cliffs shelter rock iguanas, an endangered species observed without being fed. Snorkellers will find coral heads almost everywhere a few metres deep, frequented by eagle rays and green turtles grazing on the seagrass. Local skippers read these changing waters like an open book and adjust the day's route according to the tide, the light and the wind.

Tips before going ashore

• Check the tide schedule: the grotto is best visited at slack low tide.
• Bring cash; the island still runs largely on cash.
• Water shoes are useful for landings on shell banks.
• The sun reflects strongly off these clear waters: sunglasses and sunscreen are a must.

In the evening, when the ship weighs anchor, the cays file past one by one in the low-angled light, each resting on its turquoise halo. You then understand why sailors consider the Exumas one of the most beautiful playgrounds in the Americas — and why so many of them return, season after season, to anchor off the little village with the burgee-covered bar.