This thread discusses the best, little-known spots in Anguilla. Little Bay, sure. Even locals don't know about many of these. Have you been to Scrub Island and its secret air strip? Or the opposite end of the island, Anguillita (the walks along both shores to the Western tip are amazing!). Stonehenge? Share your best discoveries here.
I don't think many tourists have done this walk, nor walked along the other shore to reach the Western tip of Anguilla so that you can see Anguillita Island. One way (above) is exhausting and the other way is dangerous.
Both are super-secret. Most Anguillians have not done either of these. I highly recommend them both, but bring good walking shoes and lots of water. :-)