If you have the opportunity, take the catamaran to Prickly Pear Island. It is part of Anguilla, however you do not have to clear customs due to the fact you are on a deserted island. You must bring your passport though. The beach is awesome, absolutely beautiful. Nice for a daytrip. Trips are available from simpson bay marina through aqua marina on the lambada or tango. I believe you can book through other tour operators. I have been out there three times and would definetlely do it again.