There's a terrible condition you'll need to watch out for on SXM: "sand gravity." Of course, SXM has lots to do and see, but many visitors find that the pull of a beautiful beach with sunshine and clear blue water seems to edge out the all the other activities they may have planned!
We've been going for more than 10 years and still find new things to try, but we also enjoy just visiting different beaches and relaxing.
Some favorite activities: catamaran excursions to Prickly Pear (deserted island with beautiful beaches) and Anguilla. (We haven't made the trip to St. Barts or Saba, because I understand the waves can be high going there and seasickness is a problem for us.) You can also just take the ferry to Anguilla and hire a taxi to take you to a beach or for a tour of the island. Rhino riders excursion (like a cross between a dingy and a jet ski), you travel with a guide and go out from the lagoon to snorkel and just enjoy bouncing on the waves. Pinel Island - a small island just offshore with nice beaches and restaurants; you take a small ferry for the 5 minute ride over to the island.
Shopping at Rimas (in Philipsburg), the place to buy inexpensive souvenirs and beach wear; it's where all the vendors buy their stuff but is open to the public with a huge selection. Island tour - our first year, we drove around the island with a map and just checked out all the beaches. It was fun to see the variety and we have gone back to spend a day at lots of different ones like Dawn, Friar's and Mullet.
Restaurants: Lots of wonderful ones to try. Where you're staying may influence where you'll eat dinners, depending upon whether you want to drive the roads across the island at night. There are lots of great restaurants in Grand Case, but we usually don't want to drive there at night from where we stay by Philipsburg. In Philipsburg, we like Antoines and The Greenhouse. We also enjoy going to the Marina Royale area in Marigot (restaurants all open air along the marina area; many to choose from. On our list to try this year based on recommendations from others: Pineapple Petes, Mark's Place and Lal's Indian food.