The Sunset Beach Bar in Maho has live music every Sunday evening. The most popular dance place for tourists is Cheri's Cafe at Maho. There is a band every night with music until midnight. There are a number of nearby islands that can easily be visited in a day. You can go on your own or join a group tour, either option is very reasonably priced.
Most people take a boat or ferry, however it is possible to fly.
Anguilla - A British island about four or five miles off the French side. The island itself is in square miles the same size as St. Martin. It's topography is very different. There are no mountains or hills for that matter. It is much dryer than St Martin.