At St. Martin, we went to Dawn beach. It was a short taxi drive. Taxis are easy to use and there is a set price. Dawn beach was beautiful and you can snorkel here.
Also, the water taxis ($5 pp all day, unlimited) that are right at the dock will take you straight to Great Bay beach. There are jet skis, water trampoline. It looked beautiful and we really wanted to go in the afternoon, but we were too tired after Dawn Beach in the morning and lunch back on the ship.
The first stop at Great Bay beach also leads straight into shopping!!!!!
At St. Thomas we did an awesome excursion, Capt. Nautica (speed boat ride and snorkeling). I'm not sure what the age requirement is though.