Junior's Glass Bottom Boat, Shoal Bay East, Anguilla

Another reason to head up to Shoal Bay East is to catch Junior Fleming and his glass bottom boat.  He will hang out near Elodia's.  You do not need a reservation, just talk to him and set something up right then and there.  Most likely he will take you to Little Bay, which is really only accessible by boat (unless you consider rappelling down a hill/cliff "accessible").  Along the way, he will tell you what you are seeing as you go and give you a little marine education.  Bring your snorkel gear, as you will have a chance to hop out and snorkel at Little Bay.  It's a nice outing, especially with children.  

We went out with him a few years ago, so I don't remember the price, but I do remember that it was reasonable.  Here is a link to more information:  Junior's Glass Bottom Boat

Elodia's Restaurant, Shoal Bay East, Anguilla

If you find yourself on Shoal Bay East, Elodia's is a great parking spot for the day.  The beach is absolutely gorgeous, there is a small reef for some easy snorkeling and a larger reef a little further out (but still swimming distance).  It's less busy than further down the beach near the now-closed Ku property and the neighboring restaurants and properties.  And you can take a pleasant beach walk, head around the point for a totally different perspective.  

The food is nothing to get excited about at Elodia's, but if you're just looking for a basic burger, fish sandwich or hot dog then you're fine.  And you can easily walk up and order a drink at any time.  Be prepared -- they do charge a fee for chairs and umbrellas, even if you are eating there.