I would second Callistov42's recommendation. It is my favorite between Anguilla, St. Martin, and St. Bart's. Mead's Bay is also very nice. If you are good at reading reefs
and /or have a good chart plotter, you can tuck in to Shoal Bay East, one of the best beaches anywhere. Rendezvous Bay is also fantastic. I attached a photo
from our last trip there.
If you go to Little Bay and are adventurous, there is a large rock with a rope
attached right off the beach. Climb it and take a jump. You can youtube it for a video.
There are basically no good grocery stores on the island and everything is VERY VERY expensive. Try to bring what you need. DaVida is very good if your going to spurge but be prepared for $100/per person.
You need 4 seperate crew lists when clearing in. Print them ahead of time to save a lot of writting. Basically the info from a passport.