Lots of good advice. We have taken both and prefer GB express vs the Marigot ferry - kind of like a private taxi service and you get a mini tour of the lagoon.
Having said that, my impression is the return is the slightly better trip in terms of sea conditions.
Given you are landing on the Dutch side, but spending your 2 days on the Fr side I would be inclinded to take GB [or Link] to Anguilla and the public ferry back
GB will want a reservation, while the ferry is 1st come 1st served, so coming back your time to cross is up to you based on how your day is going

The Anguilla ferry times can be found on line - or you can check when you arrive
This way you get to try both!

Buy sunscreen on SXM, nothing at the Anguilla dock, but if you are taking a cab on Anguilla, the driver could stop at a store

Let us know how the trip goes, we have thought of splittling our trip on both islands

J&B