There are some great places around St. Martin to sail. My favorite anchorage is Grand Case; while the dinghy dock leaves a lot to be desired (a kedge anchor is very useful) the anchorage itself is beautiful with great holding in shallow water. I usually rent a car there and then do my provisioning/shopping at Cost-U-Less and Grand Marché.
The anchorages at Île Fourchue and off Île Tintamarre are great if you want seclusion and nothing ashore; but aren't comfortable when the Christmas winds are blowing.

Oops, just realized you are already there