The BVI's. The whole country is a booze cruise waiting to happen. Nature "stuff" is pretty well covered also - there's several marine parks, reserves and about a dozen+ national parks spread over the islands. I think almost all of Anegada Island is one also.
www.bvitourism.com
Besides the floating bar the
Willy T there's over 2 dozen beach bars on the various small islands accessible by boat. I know because we went to 9 or 10 of them in one day. Some we jumped off the boat and swam in to.
This is too long a read for the content provided but there's some good info:
Overboard: Beach Bar and Drinking Guide to the BVI - page 2 | CaribbeanTravelMag.com
This is a much better list but it includes restaurants that are definitely NOT on the beach:
Beach Bars of the British Virgin Islands
If you go and stay on Virgin Gorda, don't miss the beach BBQ at Leverick Bay resort on Friday night. Everybody goes...
Virgin Gorda is a little pricey though. Not as expensive as Grand Cayman generally but accommodations sure keep pace. Tortola is cheaper.
Diving is decent also. A step down from Cayman or Coz though. bviscuba.org lists your options.
Easiest way to the BVI's is fly into St. Thomas and take the fast ferries over - takes between 1-2 hrs. depending on your origin/destination points. The ferry port is 5mins. by cab from the airport downtown also.
Virgin Islands Ferry Schedule
Your wife can also island hop between the islands on the ferries - we considered a day trip over to Tortola once - the last ferry back was at 7PM.
The BVI's are all very picturesque as well - dramatic cliffs dropping down into the ocean in some areas. The Baths is world famous also.
http://www.bvitourism.com/activity/baths-national-park