Has anyone taken any of the ferrys to the nearby islands?

Yes, many times to St John and Jost Van Dyke. If I remember correctly, you were inquiring about Tortola in the past. Can you be more specific about your question?

Here is a link to the ferry schedules.

http://www.vinow.com/general_usvi/interisland_ferry/

My wife and I wanted to go to a different island for the day and rent a motorcycle or ATV and sight see. Is Jost Van Dyke nice?

We hired a Capt from Red Hook, who took us to 4 BV Islands... a boat pub crawl, shared to cost with another couple. Sinky Bottom comes to mind..

Jost Van Dyke is more of a sit-at-a-beach bar type island. The ferry comes in to Great Harbour, where Foxy's is. You can take a taxi to the east end where the bubbly pool and Foxy's Taboo is, and to White Bay for the Soggy Dollar Bar (and other bars) but not much else to see. Motorcycles are not really an option.

You could rent a car in Tortola and drive around, but it is kind of a harrowing experience.

As Broncett said, going on a boat tour will let you see several islands in one day.