We love spending our Anguilla Sunday afternoons (live music 1pm - 4pm) at Smokey's! Smokey's at The Cove is a bar/restaurant right on the beach at Cove Bay. Cove Bay is a beautiful, smallish beach on the St. Martin side of the island. It's almost always calm, so is good for children and for just cooling off in the water with a rum punch in one hand. It's a great place to play with a Water Bouncer, too.
We prefer to be on the sand, closer to the water than the indoor tables allow, so we always reserve a table ahead of time to make sure one is available. If you're there with children, this is a good idea so that you can keep an eye on them if they choose to play in the sand or splash in the water before and after eating. We're always glad we reserved in advance, because it can get busy.
There is a volleyball net (although a little saggy) and a bean bag toss game, both first-come first-serve. They only had a soccer ball when we asked for a volleyball one time, so now we bring our own.
Smokey's has an extensive menu and everything we've ever had we've liked. And they have live music often, which always puts everyone in a good, laid-back, vacation-y mood!