Anegada, a place I dearly love, is far from the best snorkeling in the BVI. That said, taking a boat tour (such as Sherwin's) will provide access to much better snorkeling than off any of the beaches.

However, when it's fairly calm there is a pretty spot very near the reef directly North of Ann's Tipsy Beach Bar. Walker put a float out there to mark it. I wouldn't advise trying it if there is much surf breaking because it's very shallow and you could get scratched up on the coral.