Depends what you're after - if you are into jewellery you are in luck as there are loads of jewellery shops. The restaurants vary from awful to excellent (although funnilly enough the best food I had was from a roadside BBQ), other than that Georgetown is just full of law firms and banks.
Best to go along Seven Mile Beach and go diving - the diving is the best I have experienced anywhere in the world.
Although, it is quite good fun sitting in a bar in Georgetown watching American cruise ships drop anchor and then seeing the Americans come ashore because, never having been to America, I was genuinely stunned, which rapidly turned into incredulity and then mirth at the sheer size of these people. I have heard stories about them being big, but, christ, I had no idea - they are freak show fat.
They make the fat old biffers at Lakeside appear positively svelte!