Getting to Anguilla: There are no nonstop flights to Anguilla (AXA) from the United States, so you will almost always have to fly through San Juan, St. Maarten, or some other Caribbean island. Most of the airlines flying to Anguilla are Caribbean-based, including Winair and LIAT, so you'll usually be making that short hop in a small plane, but American Eagle makes the trip from San Juan. The other option is a ferry from Marigot in St. Martin or directly from the St. Maarten airport. Many people take this option because it's only a 20-minute trip and relatively inexpensive (about $15 each way). You can also take a private water taxi, but the cost is significantly more.
Hassle Factor: Medium.
Nonstops: None from the U.S.