It depends on who (ages) you are travelling with.
My family had an impromptu trip to Great Bay Beach on St Maarten when our Catamaran/Snorkeling excursion was cancelled due to rough seas. Thank god for everything I had read on these boards! We didn't miss a beat - we packed a beach bag, head for the water taxi, already knew what the vendors would be hawking and what we could ultimately get ($40 - 2 lounges, umbrella, jet ski for 30 minutes and water trampoline for the kids).
We had a GREAT time!
My DH and twin sons (age 7) also did the Atlantis sub in St. Thomas (gee, Wog, guess we took a page out of your travel guide!) and enjoyed it - a "fun to do once" kind of trip.
Go with what looks fun for you - Have a wonderful trip!