Bruce that is one of the reasons we waited. First, we needed a decent crossing from Little Harbour. Second, we did not want to be hung out on a mooring ball with a stout West wind. While there are spots to duck into most places are exposed and Staniel Cay Yacht Club will tell you to leave if there is a strong Westerly.
Given the Exumas are merely a bunch of rocks in the middle of nowhere, the attraction is the water and some of the other goofey things down there like the pigs, iguanas etc.. I know, it's a long way to go but we still found it worth the expense. The water is THAT clear there.