Wear a shirt and shoes to check in. They can be very formal and the wait can be long to have them tell you to go get a shirt on after waiting. I go to Walker's Cay to check-in but this is because I leave from Stuart and do not need fuel until I get Marsh Harbor. The first time I checked in at Walker's, I was the only one there and the customs officer picked me up at the dock in a golf cart and drove me to the office. There is NOTHING but a customs office and an airstip at Walker's now.
Coming home, I always spend the night at West End and depart early in the morning.