Discount carriers like JetBlue and AirTran don't fly to the Cayman Islands, and the destination is generally considered one of the most expensive in the Caribbean. So to access the islands' blue waters and breezy beaches at a fraction of the price, veer off the beaten path. Skip the high-rise hotels that line the coast on Grand Cayman and go for a guesthouse or a villa on one of the Caymans' smaller islands: Cayman Brac or Little Cayman. (There are no campsites on the Cayman Islands, so guesthouse lodging is likely the cheapest option you'll find.) We spotted oceanfront guesthouses listed on the Cayman Islands Department of Tourism website for as little as $1,000 per week in high season—a more-than-fair price for a one-bedroom house that sleeps four or five people.