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Done both a lot. Prefer Grand Turk for a couple of reasons. Better diversity in diving, better and more variation in dive sites on GT and better scenery. Much better land base support also on GT. More bars, more restaurants, more people (but still a really dinky Island) on Grand Turk. Don't get me wrong, I like Salt Cay and the people are great but you are extremely limited in your dining and drinking choices. You can get a better chance of seeing pelagics on Grand Turk. Both GT ans SC have really short, like 10 minute boat rides. Provo is more like 45 minutes to an hour or more depending on where you are staying.
All three destinations you mention are fine. GT has a special place in my heart though. Be happy to answer any questions you may have.
Regards,
Al