Down a Saravah (ginger, pineapple, and cachaça, or Brazilian rum) at beachfront eatery Do Brazil, before going cliff-diving off Shell Beach. Wearing waterproof shoes (the shells are sharp), swim out to the cliffs flanking the left side of the beach. Grab the ropes to help hoist yourself out of the water and follow the white posts to the best jumping spots. Back on land, watch sunset on Do Brazil's deck. End the night at nearby Le Bete a Z’ailes, also known as Baz Bar, where live jazz, blues, and soul performances go into the wee hours—keep an eye out for Jimmy Buffett, known to give impromptu performances here.