If you have 2 nights, I would recommend trying Wonky Dog 1 night and Potter's By the Sea 1 night. Wonky dog has the best food on Anegada and has a fun mix of dishes available that will rival the quality of any U.S. restaurant.
Potter's by the Sea has traditional Anegada fare including grilled lobster. They usually have music after dinner and there is often dancing and limbo late into the night. The night that yacht week is on Anegada, they usually make Potter's their last stop for drinks so I'm sure he will be open late.
