The don't call it the "St. Barfs Express" for nothing. Ile Fourchue is uninhabited and has free well-maintained mooring balls. I stop there every trip as I love that anchorage. Then comes my favourite anchorage in the Caribbean, Anse Colombier. There are mooring ball fields (again, free and well-maintained) and one can anchor there. I avoid the balls on the south side as the wind can swirl around at night and once I had to cut away my mooring line to untangle myself. When the weather is settled it is easy to dinghy all the way into Gustavia (assuming your dinghy planes...). Anchoring outside of Gustavia can be a challenge as it is quite crowded, and all of the mooring balls are private.
The reason it was rough for you was the speed of the ferry. It can get a bit choppy between St. Martin and St. Barths in a sailboat, but nothing particularly bad and it is only 30KM from Simpson Bay to Gustavia.