Salt Cay has some good beaches and great snorkelling. Many of the villas are located directly on the beach, with the rest in short walking distance.
Whale watching is not something you might normally expect from a tropical destination, but Salt Cay's location puts it right in the path of the migratory Silver Banks area (just north of the Dominican Republic). Whale watching season is generally January to March each year, so if you're planning to visit Providenciales or another island during this time, seriously consider a trip to Salt Cay.
Salt Cay is famous for it's diving, due to both it's nearby location to the ocean wall, and also several excellent dive sights, including an 18th century shipwreck (the HMS Endymion). Rodale has rated Grand Turk and Salt Cay as the #4 dive site in the Atlantic.
Snorkelling is a great activity for anyone and doesn't require any training. You'll be able to see many beautiful underwater sights and marinelife, just a short distance off-shore. Several villas have gear you can use, or you can rent it from a local provider.
Interested in open-water kayaking or navigating your way though mangroves? One local provider offers eco-tours via kayak, which is an excellent way to bird watch along the coast, or observe sea-life, such as dolphins and sea-turtles.