I debated doing the same thing you are talking about. I was going to get married in the US, in my living room, using the justice of the peace and then just renew our vows in the Bahamas. At the end, I didn't want to get married one day and have the actual ceremony another day. It just wasn't for us. Your guessed are there to see you get married so you should be getting married.
As far as it being difficult it is not at all. I can't remember exactly what I had to do but it wasn't tough. A photocopy here and a photocopy there and I was done with the whole thing. So - short answer is that it wasn't a hassle in the least bit to get married in the Bahamas and have it legalized here.