Yesterday I went on a dive at Frederiksted Pier with N2 The Blue, located right at the base of the Pier. I went with 3 other divers... one was barefoot with closed heel fins, one with soft sole booties, and I had hard sole booties. All of us seemed to get by just fine at that location... Just keep in mind there is no where to secure ANY possessions at the Pier itself. So if you wear flip flops, nothing stops them from disappearing while on your dive. (Hence why one of my dive buddies was barefoot- and the road he said WAS HOT!) Another good thing about N2 The Blue is they allow you to leave any personal belongings in the shop while on your dive. They offer a guided Pier dive (which I recommend for your first time) and then you are good to go dive there as much as you want and just rent the tank from them for those.... Jenny (who will probably be your guide) is a great Instructor and literally dives the Pier EVERY SINGLE DAY.
As for Cane Bay, I can't say.... trying to make my way out there Sunday-Tuesday and get some shore dives in... which is easier said than done when you stay in Schooner bay without a car... I WILL get out there at some point, and I will report back here with what I find out !