We took a day trip in 2007 and LOVED Anguilla so much! Now we spend some of our days there. Shoal Bay East is a beautiful beach. If you take a boat trip from SXM make sure the trip includes that beach. We took a trip one year and were so disappointed. The beach we ended up at was awful and not what we were expecting! I really would suggest taking the public ferry over. Get a taxi to drop you off at SBE for the day. Lots of great places to try rum punch and have a great lunch. They will also take you back to the ferry when you are ready to leave. People on the island seem to know everyone so contacting your driver should not be a problem. It will not be a cheap day but it will be well worth it!! Anguilla is not like St Maarten. We love the 2 islands for different reasons!