There's a lot of fun stuff to do... Go to the Annaberg Ruins - worth it. Then walk the trail from the ruins which runs along the water and you'll eventually hit Waterlemon Cay, which is a great place to snorkel - just bring your fins and mask and snorkel.
Shop for essentials at Pine Tree Market which is just down the road from the more expensive Star Fish Market. We had a great more high end meal at Asolare, great BBQ at a stand in town which is on the corner across from a Jeep rental business and a bar... There is a nice fish place to eat right next to the dock where the water taxi's come in called High Tide. We also at at a good Thai place in town. There is also a good sandwich shop in the Mongoose Junction stores. There are more places to eat, Morgan's Mango, an Italian place..... Avoid eating at Ocean Grill - just have desserts there.
Go to Trevor's Activity Center, he's good at booking trips and scuba dives. We took a day trip to the baths, cooper island and norman island - lots of fun.
Scuba out there is ok. We did one trip with a group out of Moha Bay which was nice.. and we did a second one with Cruz Bay Sports - who has a nice boat. The diving in the VI is ok not bad but not so great.
Rent a jeep if you're planning to explore the island - don't save money an rent a car you're better off with a jeeps low gearing.
Hope this helps some,
JB