Historic Nassau takes you from Bay St, along Parliament St and Duke St. Bay St is fillled with Shops and restaurants for the tourists arriving by cruise ship. Parliament St are for Governement buildings and the other streets are rich with cultural and religious edifices. Deeper into Nassau's (not in this slideshow) center is what they call "Over the hill". There you'd find where the descendants of the former slaves build their colorful abodes. Over the hill, is the actual center of the Bahamian-African culture.
The major public buildings of 'HIstoric' Nassau can be visited on foot. There's Parliament Square which is home to the statue of a Young queen Victoria, and to the House of Assembly. There's also Nassau's Public Library and Museum, which was originaly the city jail (1797). Fort Fincastle (1793) and the Queen's stairs is a must, with its 60m high Tower and great view of Downtown Nassau.
Although not very interesting to see Gregory Arch it is very rich in history and is very important in the development of the city. (see the report on Nassau) And of course there are the many Churches who witnessed the ages.