I've done the Scoobitoo Catamaran Anguilla Day Trip and thoroughly enjoyed the no-hassle way of seeing Anguilla without worrying about ferry times or car rentals.

http://www.scoobidoo.com/Destinations/anguilla-sail-day.html
They do the Anguilla trips on every Thursday this month except the Third Thursday (21st) where they instead go on a Wednesday (the 20th)

The schedule is usually with three stops on Anguilla
1. Sandy Island
2. Meads Bay near the Malliouhana Resort
3. Maundays Bay near Cap Juluca Hotel

Its $120 all-in and includes lunch (menu on the website - decent selection), snacks and open bar with basic drinks (rum punch, simple mixer cocktails, beer, wine, soda, water etc) and you must bring your passport. My only thought of a downside with that is you don't get a passport stamp from Anguilla. They just need the passport info for their ship's roster.

The boat is pretty big and I've been on cruises with an average 30 people and felt pretty comfortable hanging out between stops. I've also met some great people from all over the world. The boat also provides snorkel gear and has a neat water slide exit to get into the water if you so choose, or you can take their small dinghy to the beaches as well.

Just a thought. I used to do the ferry trips in the past but pretty much stopped after they moved the Pyrat Rum factory to Guyana.

Enjoy the trip!