Protestant Cay is a small island sitting directly in Christiansted Harbor, close enough to the waterfront to reach by a short ferry that runs throughout the day for a couple of dollars. For most visitors it means a quiet beach and the Hotel on the Cay's facilities, including a bar and water sports rentals. The swimming off the cay is calm and clear — the harbor itself is protected, and the bottom is sandy without the rocky patches that characterize some of the island's other swimming spots.
For a quick escape from the town heat, the cay is hard to beat. Arrive in the morning before the day-trippers and you can have the beach almost to yourself. The ferry leaves from the wharf near the Scale House. If you're staying in Christiansted without a rental car, this is one of the most accessible beach options within easy walking distance of your hotel.