Drive on the left side
The Cayman Islands is still a British Overseas Protectorate hence they have certain things in common with the British. For instance, if you are not familiar with driving on the left side of the road, then you must saddle up because, they drive on the left in here.
This is relevant because the best way to experience all the sister islands is to hire a car. Driving yourself allows the flexibility required to savor the islands. If in search of a quiet time alone, make a pit stop at one of the secluded beaches.