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You'll find better snorkeling off of Anguilla's beaches, however, the best in the area is actually off of Prickley Pear Island (accessible only by boat). You can do day trips there from either SXM or AXA.
We just returned from our first trip to St. Martin. The snokeling was almost non-existant. Go to the Virgin Islands if you want to snorkel, certainly not either SXM or Anguilla.