Ditto on staying in Simpson Bay area. This is usually the safest choice. Simpson Bay Beach Resort, Mary Boon's, and those that Scubaman mentioned should all have vacancy for May. You can check them out on various websites like TripAdvisor, etc. I've not stayed at all of them, but I do know that the Simpson Bay Beach Resort and Mary Boon's both have pools available. Pretty sure that the Atrium Beach Resort and The Villas do, as well. Keep in mind that May is in the 'off-season' on St. Martin so the hotels don't get booked as fast as they do say in January or February.

Atrium Beach Resort is really nicely located, and you could definitely walk to places like Topper's, Skip Jacks, Top Carrot, and a few other restaurants if you don't feel like driving. But, the restaurants in Maho (Sunset Beach Bar, etc.) would require you to drive. The Hollywood Casino is nearby, but be forewarned ... I've never won a dime there.

Tips for first timers? See if your car rental can have an anonymous license plate rather than a rental one. Doesn't hurt to ask. Also, if you can't see your parked car when at the beach, etc. absolutely don't leave anything inside of it of any value. Nothing in the trunk, either. Driving is pretty simple here, and not like the Virgin Islands where they drive on the wrong side of the road. Some areas to avoid driving thru and stopping at night would include Marigot on the French side, the Dutch Quarter, and the French Quarter (Quarter of Orleans). You can drive thru, I just wouldn't stop and ask directions or get a flat tire in these areas. Just use common sense. Hope this helps a little.