Luggage and bags:
Get a waterproof belt pouch for your valuables! I've used one ever since getting ripped off on St. Maarten, whenever I am swimming or snorkeling.
Clothing/Shoes/Weather Gear: Reef thongs & or sport sandals, and some reef booties that get good traction on wet rocks are a good idea too. Sarongs for us girls, I live in them when in the tropics; one that's not too obviously beachy can easily pass for a skirt in restaurants.
Toiletries and Medical Supplies: Beyond the obvious sun screen, take some effective bug spray if you are staying on or near a beach (Tinkan recommends Cactus Juice, available online). Buy a cheap bottle of vinegar if you get lots of bites anyway, it helps with itchy bites & with taking the pain out of a jellyfish sting. Aloe is also good for pain of sunburn etc. I find the transparent Caladryl is the ONLY really potent itch relief medication.
Motion Eaze if you have any problems with sea sickness at all, it's damned near miraculous! Just dab a little drop in the hollow behind each of your ears, andyou are good to go. It even works once the motion sickness has set in, doesn't have to be taken in advance.
Photo Equipment: Underwater disposable cameras if you don't have one of your own, or an underwater housing for your regular digital camera! The snorkeling here is outstanding.
Camping/Beach/Outdoor Gear: I've got some light weight snorkeling fins that I take along with my mask, snorkel & dive booties. I am going to sell my big heavy dive fins, you can always rent those at a shop when you need them.
Miscellaneous: With all those connections to make enroute, you want to travel light with carry-ons, no checked luggage if you can avoid it. If you must check a bag, make sure you've got everything you'd want for the first several days in your carry-ons. It's an interesting Caribbean phenomenon, but many checked bags decide to take little side trips to Antigua or St. Maarten on their own, and wander on back to your destination a few days later...
Luggage and bags:
Travel light if you are day tripping to Virgin Gorda. You don't want more then a back pack. Bring something that leaves your hands free. Bring the minimum or you will have to haul it through the trail to the baths! Waterproof bags are nice!
Clothing/Shoes/Weather Gear: Wear your swim suit on the ferry with a shirt. Pack dry clothes in a bag for after and put them on when you are done. The trail to the Baths includes underground grotto's so put flops in your dry bag for later and wear Aqua Socks. You can get them at K-mart in St Thomas for $6-$8. Socks will be soaked so leave them behind. Flops are bad for hiking and wading.
Toiletries and Medical Supplies: Really don't need much. If you want extra points, bring a first aid kit, but you probably won't need it. No real hospitals here!!!!
Photo Equipment: If you forget a camera, you will be so sorry. Make sure it's secured in a splash proof bag for when you go wading.
Camping/Beach/Outdoor Gear: Beach towel and suntan lotion are a good idea.
Miscellaneous: Bring your sunglasses, preferably with a leash so you won't lose them while climbing around.