Exploring on Anguilla is mostly about checking out the spectacular beaches and resorts. The island has only a few roads. Locals are happy to provide directions, but using the readily available tourist map is the best idea. Visit the Anguilla Tourist Board, centrally located on Coronation Avenue in The Valley.
You can take a free, self-guided tour of the Anguilla Heritage Trail, comprising 10 important historical sights that can be explored independently in any order. Wallblake House, in The Valley, is the main information center for the trail, or you can just look for the large boulders with descriptive plaques.