Have a frozen rum drink at one of the first shacks at the Fish Fry (you'll be hot and ready by now), then keep walking to the end of the street and have some food at Gullie's.
The walk is about 30 minutes, right through the center of the city (just turn right after you get out of the cruise ship tourist trap building). Follow the signs to Fish Fry and you'll eventually be walking along the beach, with great views of the harbor, lighthouse, and cruise ships.
The Fish Fry is a series of restaurants and stands. Don't be fooled by the first one that says it's THE Fish Fry, keep walking to Gullies.
The portions are huge and awesome, the staff and owner are friendly, and the drinks delicious.
The shrimp and grits (if on the menu), grilled snapper and Jaykonos (spelled wrong) Tacos were awesome. I'm not much of a Conch Fritter fan, but people who know tell me their good.
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