Is it difficult to travel around to the different Turks? We are flying into Provo and would like to visit the other islands on our own (even overnight). Is there a ferry service? Not looking for a "tour". Please help!

you can not take a ferry to any other island. 2 airlines fly between islands. www.airturksandcaicos.com and www.skyking.tc which has the most flights. an interesting trip might be to salt cay with an overnight stay at www.windmillsplantatioin.com

No ferry service between islands.
You can fly on Skyking and either day trip of overnight in Grand Turk. That will run about $170 per person, if you do it once you're there. For Grand Turk, try to go on a non cruise day, as all the taxis go there, unless you preplan it. SkyKing can make all arrangements for you.
Parrot Cay, you need to call them before you show up. You can have lunch there, and take their "shuttle". Their shuttle is not cheap, ($80 per person?) and only coincides with airplanes coming in.
You can email
www.JBTours.com
www.Silverdeep.com
to see about "transfers" to other islands, but most places offer "tours" which include a stop at iguana island, snorkel on the reef, and usually on to North or Middle Caicos. (Most go to Middle) or a "beach getaway" which drops you off at Big Water Cay, which is pretty deserted.
You can fly Turks and Caicos Air to North, Middle, South Caicos. I personally would not fly them though.
The only other option I see is to rent your own boat. That way you can go to any cays you want (except Ft. George, that's protected) They may encourage you not to stop at Parrot Cay either, unless you arrange it with Parrot Cay. Probably $1000-$1500 for the day. You need a full day, because you have to travel a large, but shallow distance to the other islands. The water going all the way up is unbelievably stunning.

Virginia or Blamona, has either one of you ever stayed at the Windmills? I remember running across it a few years ago and thinking it looked ideal for a total get-away-from-it-all stay. Can you share anything about it? It doesn't get much attention here...

Thank you so much for the suggestions. We want to visit more than one island on a trip, but don't want to spend a small fortune doing it. We are trying to decide between a T&C and St. Martin/Anguilla trip. We have a 9yr old, so we have to keep him entertained. Which do you think would be better?

my opinion:
T&C is better for 9 year olds. Better beach, more kids to meet, everything is on 1 long beach. Great restaurants that are more kid friendly. Those boat excursions to the other islands are fantastic for kids. (and great for parents too.) You don't really "tour an island on the excursions. For example, the all day Middle Caicos triptop and see iguanas at Iguana island, snorkel out on the reef, go through caves, have a picnic lunch on a stunning beach, pass by all the cays and other islands, stop at Ft. George or Dellis Cay for shells and sand dollars. The 1/2 day trips don't go all the way up to Middle Caicos, but do alot of the above too. My 9 year old newphew did a 1/2 catamaran tour, said it was the best day of his life. You can also snorkel off the beach at Coral Gardens, and find turtles, 9 year olds LOVE this.
Anguilla in my opinion is more romantic. Restaurants are even better (best in Caribbean) but I don't think they are as kid friendly. Easy ferry to St. Martin, only 20 minutes. Cheaper too. BUT your 9 year old has to have a passport if you do this. Anguilla over all is more upscale and expensive than TCI. (But TCI is more expensive than most Caribbean Islands to begin with) No snorkeling in Anguilla. No water sports either. (other than hobie cats) You need a car in Anguilla, nothing is walking distance.
Anguilla is one of my favorite islands in the world, but with kids, I would choose TCI.

ej, realtmills, i have not had the pleasure yet. got interested on my last trip to provo when i read a book by S. Guy Lovelace called "the carnival never got started". he and wife dreampt up and built the resort. its a funny story. i don't think many ppl venture to salt cay, but i sure would like to try it for a few nights.