You have two choices for transport between the islands - the Sea Plane or the Ferry... The Ferry is a power cat - very stable, very fast (30 knots), and makes the trek in an hour and a half - $90 roundtrip. The seaplane (which also now runs flights airport to airport), is a 20 minute flight and is $75-$85 each way...
Diving is much better in St. Croix. It's not bad in St. Thomas, its just better in St. Croix. We literally have dive instructors come from STT to STX to fun dive for a week at a time, because they prefer it here, but live and work there. But don't stay at Divi if you want to dive. It's a beautiful resort, but it's on the South shore, and all of the diving is on the North and West end, which means at least a 45 minute drive (windy roads)... The North shore consists of really healthy coral and the wall, which drops pretty dramatically to over 3,000 feet deep less than a mile from shore and works its way to 13,000 feet pretty quickly as well... just a few hundred yards from shore (which makes shore diving easy) is the top of the wall, in 20-40 feet, depending where you are, it drops at a 60-75 degree angle past recreational depths to around 170ish, then its a straight drop down well past technical diving limits...