Ruralcarrier is right, the best and cheapest ferry is out of Marigot and leaves daily either on the half hour or hour. Be sure to take your passport since you're going to a different country. In my opinion, the prettiest place on Anguilla is Shoal Bay East and is probably about as far from the ferry terminal as you can get. Last December, cab fare from the ferry terminal to Shoal Bay East was $26 each way. You just tell the cab driver what time you want him or her to pick you up and take you back to the ferry. They are very reliable. It's definitely worth a day trip - not cheap, but a totally different feeling from SXM. I always feel like I'm on the edge of the planet when I'm sitting at Shoal Bay East. It's beautiful.