North to south is the better direction. You will be off the wind likely with following seas. If starting from Grenada, you will probably end up motoring all the way to Carriacou due to the wind direction and being shielded by the mountains of Grenada. From Carriacou to Union/PSV/Mayreau/Tobago Cays is short hops.

The brisk legs are the ones from the Cays to Bequia, and from Bequia to St. Vincent, especially in the winter months.