The cheapest ferry to get to Anguilla is from Port Marigot on the French side.

Anguilla Ferry

The only issue is you need a taxi to get from Pelican Key to Marigot, so that would add extra costs.

In Anguilla they usually have a lot of Taxis Vans at the port ready to pick people up, along with a few car rental companies.

Have used Andy's Rental car and was a very professional experience.

Andys Anguilla