I live there half the year, and while it's a lovely island with perfect weather, there really isn't much of a gay "scene."
The Cormorant was bought over a year ago by a very nice straight couple, and over that year it has slowly started to change to a more straight hotel. The bar is still very gay friendly (and I'm sure the rooms are, too). Beware that the rooms were very run down -- they're starting to fix them up, and might be better. It's now called the Palms of Pelican Bay, or something like that.
Sandcastles on the beach is lesbian owned. They have a very good and very popular restaurant right on the beach. I've never stayed in the rooms, but they look sort of 70's funky. There are always a few gay people there. The beach is beautiful. Note that SC is in Frederiksted, the smaller of the two towns on STX. It's a little quieter than Christiansted -- only a few restaurants, but the beaches are better. And SC is not really "in" the town -- it's about a mile from it.
Christiansted is the larger town. It has a number of good restaurants, and a few good bars. STX is hungry for tourists, and you'll be welcome anywhere. And like anyplace else, don't walk down dark empty streets late at night. Stay in the popular places and you'll be fine.
If you need other suggestions, let me know. Are you renting a car? It's a good sized island, and you'll see a lot more of it with one.