Last time I went to SXM I flew out to BGI, onwards on LIAT, and then back via LIAT to ANU to pick up a BA flight. This was driven by not wanting to connect through Miami, although that has improved now.

One problem though - LIAT is not known for its punctuality, and on the way back there were some delays. Some other passengers connecting to VS missed their flight. If you are on separate tickets you will not be protected.