We loved Saba in the Caribbean - not far away from the Virgins!
No protected anchoring grounds though - so the huge fleet of charter boats do not go there.
And pick a cloudless day, take your dinghy around the island and hike up the Mt Scenery on Saba... it's like heaven!
And if you don't mind marinas and harbours to tie up to , the Azores are wonderful islands just outside the tropics. You have to sail long stretches between islands of fantastic scenery though. Most times easy light wind sailing if you do not choose to do that in the winter.