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This is a bit of a shamelss plug but I have a place on Water Island in the USVI. You can find out more about Water Island here:
Water Island - Virgin Islands
The great thing about Water Island is that it's close enough to St. Thomas that you can go into town for the Par-tay but then return home to Water Island where you have Honeymoon Beach almost entirely to yourself. It's a great little island...
Cheers,
Blackthorn