We spent 10 days on Anguilla two years ago and really enjoyed it. The restaurants were very good. Most beaches (if you feel like venturing off property) have restaurants with lounge chairs you can rent for a couple of dollar or come free if you dine/drink.
The one thing I would have done differently is I would have flown from SXM. Both of our crossings (private ferry) were insanely rough and down right scary. Next time we will fly either from SXM or SJU.
Little Dix is worth looking into to as an opinion. They run an "air taxi" service from STT (and maybe SJU) and last time I looked, they were offering it as a comp for certain stays.