We love St. Croix and have done land based visits there as well as sailing there and staying for a few days. Cannot comment about Hotel on the Cay. The location is very nice and imagine that they would have some nice watersports on site (kayaks, paddleboards and access to snorkeling) but do not have any firsthand knowledge of any of this. We have always rented villas for our stays. You will likely need to rent a car if you want to have the freedom to explore the island and there is much to see and do. It is larger than the other Virgins. What do you typically like to do on your vacation? That might help me steer you in a particular direction.