I've only anchored in two places around GBI; one near Old Bahamas Bay, which really sucked, and just inside the Grand Lucaya Waterway, which wasn't too bad. Very remote with little to offer other than a place to spend a night.
I prefer to just get a slip at Port of Lucaya and stay there and take advantage of the restaurants and bars.
But, I have to say, GBI is one of my least favorite places in the Bahamas for anything more than a place to clear Customs on the way in and fuel up on the way out. (and wait for good crossing weather)
Bob