A few years ago we took a boat tour from the dock near Chesterfields. It was a wonderful day long tour. The island is beautiful but a big hill so at our age we didn't want to hike. Having transportation and lunch supplied gave us a "sense" of the island white house orange roofs. At the time we had a neighbor who had left USA to teach diving on Saba. He recommended taking a boat.
We did the same type of thing going to Eustatia which you should consider some time. The rest of the islands we've chosen to fly to: St Barts, St Kitts, Nevis--all reachable from SXM.
Have a great time.