I think this completely depends on what kind of vacationer you are, but the beauty of Anguilla is that it suits those who want total relaxation and those who want to experience a few adventures. For me, the first few days of any island trip are usually dedicated to "I don't want to move" relaxing. A pool is beautiful to look at, but I want that salty hair vibe, so straight to the beach I go. Some of the best beaches I have ever seen are the Anguilla beaches. The sand is so soft and the water is unlike any I have ever seen.
For the beach lovers, I highly recommend heading to Malliouhana's Mead's Bay. Give me ample amount of sunshine, a good book, and all of the Arnold Palmers you can make. They have the cutest yellow umbrellas & you can order cocktails and lunch right from the beach so you never have to move. If you feel like taking a walk, there are plenty of restaurants along the sand. Malliouhana has a convenient water, sunscreen and towel station that came in handy when the temperatures get a little too hot to handle.
For a little more adventure kind of beach, I recommend Turtle Cove. Turtle Cove is a bit more private but still equally as beautiful. This is your peace and quiet, napping beach. They don't serve lunch or cocktails on this side, so we just spent a few hours here. If you are lucky, you'll swim right along with the large turtles that call the cove home. If you're brave enough, there is always cliff jumping, like Lebron James did after he signed with the Lakers!
Ok, you've relaxed and now you're looking for something to do! The water on the cliff's of Malliouhana are some of my favorite waters to snorkel in. The color of the water is the most gorgeous shade of blue-green and it is crystal clear. Malliouhana offers free snorkeling gear to hotel guests as well as stand-up paddle gear, depending on how adventurous you want to be.
We all know, the best days are boat days. There's a wonderful day trip you can take, via boat, to Sandy Island. You can spend the day snorkeling or try your hand at spear fishing, giving your catch to the local chef on the (very) tiny island to cook it up for you. Cold beers, hammock naps, and shell collecting make this a top day.
Another great day trip is to take a little commuter plane from Anguilla over to the next island, St. Barts for a wonderful day of shopping and celeb sightings.