I like to anchor in Grand Case, the holding is very good and the whole anchorage is shallow; catamarans can go very close to shore. The new dinghy dock is a blessing as well, as the old one was known as a dinghy-killer. Grand Case has many restaurants and nightspots that one can choose from although there are only small chinese groceries for shopping in town.
Clearance can be done at Anse Marcel, which is a nice anchorage in settled conditions. While you can clear in and out at Marigot it is rather expensive to do at the ferry dock, a short walk to Island Waterworld is worth it since they only charge €1 for clearance!
St. Barths is certainly worth a visit, you will need to clear out of the SXM and clearance into St. Barths is done in Gustavia at the Capitainerie. I find the Gustavia anchorage to be a bit rolly and prefer to stay in Anse Colombier or even Île Fourchue but there's nothing ashore in either case. St. Barths is expensive, although the grocery is well-stocked and not particularly expensive and an affordable meal can be had a Cheeseburger in Paradise.

I really like staying the night at either Île Tintamarre or Île Fourchue. Both islands are worth at least a daytime visit and there's normally no problem going to Tintamarre before clearing into St. Barths.

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