If you intend on visiting the
USA via sailboat, then the visa waiver program does not apply and you will need to get a US Visa while still in the U.K. (this applies to all Visa-Waiver countries). This will take several weeks and, depending upon what the consular officials decide, you might need to supply things such as titles/deeds to property or rental contracts so that you can prove that you have ties to the U.K. and do not intend on overstaying in the
USA when you visit. The final step is an interview, which I think can currently only be done in London, so you'd have to travel there for a day.
None of the commonly visited
Caribbean countries require you to have a visa to visit, but keep in mind that the
BVI, while part of the commonwealth, will only grant you the normal 2-3 week visa stamp on arrival.
If you intend to
cruise around the USA by
boat you will need to apply for a cruising
permit and remember that each time you
lift up and drop
anchor you will have to call in to Homeland
Security or risk paying a hefty fine. Recently a thread was open here about a
boat which changed their
dock in the same marina without notification and were subsequently fined!
(Sorry, I just re-read your post and see that you were referring to the USA visa. I believe that you have to apply for the visa from your place/country of residence, but I have heard that there might be exceptions made, I believe that the
Bahamas were mentioned, but it would be much easier to do this from home. I had to make 2 visits to the US consulate to finish my visa application, luckily the consulate at the time was only 1 hour away.).