Anchoring in Coral harbor is a bit tight due to all the private moorings.
So your best bet is to anchor right out side the moorings. Sometimes it can be a little bumpy if there is an East wind. From there your a short dinghy ride to the Skinny Legs dinghy dock.
If you just want to spend a quiet day at anchor to snorkel and do a Bar B Q
I suggest you anchor in Round Bay.
Round Bay is the first bay on your right (North) as you enter Coral harbor.
It's very calm and a good spot for snorkeling and just relaxing on a small beach. (All the beaches in the VI are public up to a few feet from the high water mark.
I don't suggest anchoring in Round bay if you intend to take your dinghy to Skinny Legs dock because on the way back to your boat it will be Slow Bumpy and usually very Wet.