Strictly speaking, the
captain alone goes ashore to clear in all on board. Practically speaking, C&I on most islands don't really care if crew comes along for the ride, then carries on to whatever shoreside activities they want after the clearance is complete. The only islands that I've heard really enforce the strict interpretation (with stiff fines!) are
Antigua and
Nevis. The former British islands generally require you to depart within 24 hours of clearing out, the exception being
Dominica. The French islands are generally much more lenient. I've asked for three days after clearing out of Point-au-Pitre,
Guadeloupe, in order to spend some time in other locations before heading off to
Antigua, and it was granted.
In
St Martin, we enjoyed poking around Marigot. Grand Case is more laid back and has the best restaurants. Snorkeling around Creole Rock is good. The little island of Tintamar makes a nice lunch stop. In Orient Bay, the only safe spot to beach the
dinghy (due to wave action) was at the far end of the nude beach, so we were subjected to the unenviable task of walking the
entire length of it to get to the "clothed" beach and restaurants.
On the way to St Barth stop at Ile Forchue for snorkeling or hiking amongst the goats. We med-moored in Gustavia harbour, rented a car and spent three very enjoyable days on St Barth. Expensive, though!
Saba is very different from any other island in the West Indies, both geographically and culturally, and worth visiting if the northerly swells aren't running.
Anguilla is one of three islands we didn't visit, so I can't help you there.