My best advice to you is to take the Catamaran to Ricks Cafe your first full day there. It leaves at like 2. It will give you a full lay of the land, and if you guys are like us.. We didn't get back on the boat. You can do some cocktails at ricks and then head out to other places on the west end.
We accessed 7 mile beach through Margarittavill and walked along the beach down into town