We have been going to Anguilla since 1994. What is helpful to know about Anguilla is that it is a dive location rather than a dive destination. Because the island is non-volcanic, the undersea approach is much shallower; therefore, subject to viz limiting ground seas. Unfortunately these tend to occur in high season - November to March. I spent 2 weeks there recently 12/18/10-1/1/11 and only got in 9 dives in six days. The rest of the time the water was mud.
When it is clear there is wide variety of diving: modern wrecks, old wrecks, good reef life with both variety and profusion of fish life including rays (sting & eagle), and turtles. Occasionaly pellagics: reef sharks, dolphins,
The good news is that the beaches and food are spectacular. There is not much low-end touristy stuff there. (cruise ship docks, casinos, souvenir shops, duty free shopping complexes etc). There are several posh resorts on the island as well as boutique mini-resorts. You can also rent villas by the week ($5K to $60K). Anguilla is generally more expensive than other islands by design. A local once told me that it was preferred to have one person spending $2K per day than 10 spending $200 per day.
Having said that here are packages available if you have a good travel agent. For example there is a new condo-based resort (Viceroy) that was/is offering outrageously cheap packages this season.
Getting there is a problem. For some unfathomable reason American Eagle has fallen on its sword and destroyed its own market into AXA. Formerly one would fly into SJU from just any AA US hub, and take a late evening flight to AXA. The Eagle crew would overnight in AXA so that when leaving one would leave early in the morning to SJU and connect to ALL American hubs. Their flight scheduling for the past two years limited same day travel to only one flight a day into SJU initiating from JFK,BOS or MIA because they changed the flight time to 2PM out of SJU. Anyone wanting to take a later flight from those hubs or from DFW,ORD or LAX would have to overnight in SJU in order to get to AXA. The return flight departed AXA at 3:30 PM disallowing any same-day connections to anywhere except the eastern hubs.
An additional effect was that the locals who might have business in SJU could take the morning flight out of AXA, conduct a full day's business and return the same day. For the past two years the afternoon flight schedule has eliminated that capability with AA.
The net result was that the load factor tanked and suprise!: American Eagle service will be discontinued in April, 2011 due to lack of passengers. Go Figure.
Their is other air service to AXA from SJU. Cape Air started service 12/22/10. Rainbow Air supposedly has service to AXA from SJU, but their website does not resond to inquiry. Air Anguilla offers air Ferry service from SXM to AXA. These are charters lines so they are a bit pricey, and have severe baggage limits - a deal killer if you want a surface wardrobe AND your own dive gear. Another issue since these airlines do not code share with the major carriers, you'll have to hump your own baggage to the AXA flight. (Rainbow air says that they have handlers at SJU to deal with your luggage)
Those folks who don't want fly charter, have their own yacht, plane, or a jet share fly commercial into St. Maarten and take the people ferry to AXA. You can take a taxi from the SXM airport to the French side and take a scheduled ferry to AXA. The more convenient way is to take a charter boat from the airport direct to AXA.
The best dive operation Is Special D diving. It is run by Douglas Carty who is one of the best waterman in the E. Carribean. He runs what is essentially a charter service but charges reasonable per dive rates for morning dives. He has no brick and mortar dive shop, so the best way to arrange your diving is call him at 264 235-8438. You can also show up at the dock at Sandy Ground at 8:30 AM. You must be certified prior to using him as he does not cater to newbies/resort divers. Likewise, he offers no course instructions and/or certs.
He dives mostly the central and western dive sites which includes all of the modern wrecks (6) and the reefs. He will also go to Dog Island and Scrub Island if the number of divers and conditions permit.
You can charter the whole boat and his services for afternoon dives. If you are on a boat moored on the north side of the island, he will pick you up for morning dives and/or afternoon charters.
His boat is small (35') but very easy to dive off of. He does not allow a crowded boat - never more than 8 divers in my experience. He is a marvel in the water - able to spot and point out critters with uncanny ability.
There are 2 other dive operations on the island that are OK but are more conventional, and geared to the masses. Shoal Bay Divers dives the eastern sites and you would be satisfied if you had never dove with Dougie. Anguillan Divers dives the west, and has improved itself somewhat by getting a new boat which has got to be an improvement over the previous iteration. Again, an OK operation if you like McDiving, and don't mind leaving the dock @ 7:30 AM (unless they've changed in the past year).
I hope this helps.