Exumas Cays: Guide to the Exumas Bahamas islands. A golfers paradise at Emerald Bay Bahamas where the Sandals Bahamas is located and the Grand Isle Resort & Spa. On Exuma Bahamas you can go swimming with the Exumas Pigs at Staniel Cay bahamas. Visit Geoergetown Exumas, the largest town and international airport serving it. The Exuma Islands consit of Great Exuma bahamas and Little Exuma Bahamas aswell as the Exuma Cays, including the beautiful Staniel Cay Exuma.