On St. Thomas and St. John's there are bars called Duffy's Love Shack. Great time at both. The one in St. Thomas is a little strange in that it is in the parking lot of strip mall. But the shark tank is worth the trip.
Also, next to Duffy's in St. Thomas is a placed called the Poor Man's Bar (or was it spelt Pour?). When you order a mixed drink, rum
and coke for instance, they put a cup with ice, bottle of rum
and can of coke in front of you. You make your own as strong as you would like.
For the beach bar thing, I liked Iggy's at Bolongo Bay. Great beach bar feel and the locals play volley ball there on week nights. Good times.