The cheapest ferry to get to Anguilla is from Port Marigot on the French side.
Anguilla FerryThe only issue is you need a taxi to get from Pelican Key to Marigot, so that would add extra costs.
In Anguilla they usually have a lot of Taxis Vans at the port ready to pick people up, along with a few car rental companies.
Have used Andy's Rental car and was a very professional experience.
Andys Anguilla