Ask the locals to take you into the sea on a small motor boat and let you scuba dive off the boat in the open sea. I have not done it myself, but heard from tourists that it's the most amazing experience. The water is clear and warm. There are lots of ship wrecks at the bottom of the ocean that attract a lot of attention from scuba divers.
Equipment: Scuba diving gear
There are always hundreds of yachts specking the harbour at St Helena island. Yacht enthusiasts love the island as a stop over and they are referred to by the Saints as "yachties".
Equipment: A sea worthy yacht I suppose.