We always looked around for others who were sunbathing. Asked if we could leave our bag near them til we got back. No one ever said no.

That being said, please bring the absolute mimimum with you. And certainly not large amounts of money or good jewelry.

Don't bring anything with you that you are unwilling to lose or cannot be replaced.

I'm a big fan of the waterproof dive packs you can take into the water with you while swimming/snorkeling. You can find them online and they come in a huge variety of shapes and sizes to accommodate such as credit cards, cash, keys, cellphones, cameras, etc.

Bring only what you need. No jewelry, no iphone, no SLR camera.
In a ziplock baggie, I place my DL (maybe one CC and a twenty) a single car key. I tuck the little baggy in my suit, under my rash guard. If your valuables won't fit into a small ziplock then you have too much stuff.

I leave my beach bag and maybe a small cooler, in the sand, out in the open by the water line. I leave the cheep looking (simple canvas) bag open, showing only a book, reading glasses, sunblock, wax.
Worst thing you can do is leave your stuff in the shade. Towels laid on the sand are true give away that you're a tourist.

I also have a ball cap and sungless that I use in water. I tuck them up the back of the rash guard while swimming, snrokling or boarding.

water proof cameras are great.

Don't leave anything in your car. Keep the windows up or you'll be full of moscitos when you return. I normally lock. Some people tell you not to lock, because you don't want to "liable for a broken window". I think that's BS.

Don't leave your jewelry/laptop in the car. For that matter, don't leave it a your condo/rental house, unless it comes with safe or "lockup-closet".

Thanks so much for the tips, ended up buying the Attwood 2400 dry box at walmart for $20, it's the medium one that will hold the phone, keys ect, just have to be sure to clamp it good to my guys swimsuit loops. Really need the phone on the hikes.

If hiking on STJ - Make sure you are not picking up the Tortola Cell (BVI) tower as your bill will give you a heart attack, if you do!

One thing you should realize about a drybox is that you cannot remove the air from it like a dry bag. When you tie it to a swimsuit or tuck it under a rashguard it will want to float.

A number of years ago I saw a post about using an insulated drink cooler, about 1 gal, it floats, the one I have is water proof, just tie it on with a long shoe lace and let it bob along with you! Happy trails to you!

They have all kinds of water proof products available for things while swimming/snorkeling.
I'd forgotten but a friend gave me a small (slighter larger than a cigarette pack) plastic container with a gasket that actually fits my cell, a couple keys, and $$. This was a few yrs. ago but here are some products to peruse.

It's similar to this: http://www.leisurepro.com/Prod/WTZSPL.html?&&
but more like this: http://www.leisurepro.com/Prod/OTR1.html?&&

Not very expensive either.

If you just have keys and a wallet you can put them in a zip lock baggies. Then I dig a shallow hole in the sand and cover it up. Throw my towel over the top.
If I have more equipment I use a duffle bag that zips. I have a small retractable steel cable lock. I run the cable thru the end of the zipper and around a tree limb or root.
To prevent theft I never have a fancy beach bag that screams tourist.
I have been doing this for over 15 years and never worry.
When I rent a vehicle on island I go to the hardware store and have an extra key made for $2 and place somewhere with a magnetic box so I always have a backup.

I don't know if I would go for the bright one, but the "Vacation Vault" is a good option. You just need a tree or something to hook it around. Only downside about using these on the beach in STJ is that hooking to a tree puts it a little more out of view, but it would take some serious effort (and balls) to break into without being noticed if other people are anywhere close.

http://www.amazon.com/Vacation-Vault-Portable-Protective-Combination/dp/B003L8DCNU

Dig a hole in the sand, drop your belongings in it and cover it with sand....works every time. 8 years running and never had a problem!

Seriously,,,,,,

I would recommend you bring a bike lock with you. You can lock a small suitcase to the jeep and they will go for something more easier to steal than to have to cut through a cable....

Seriously.
What Jill said, It works. What makes it better is all these fancy boxes and bags that are on the beach locked up tighter than snot keeps the thieves distracted from your stuff. I have seen bags locked to tree branches. Seriously? Think the thief cannot figure out how to cut or break a tree branch? Criminals are dumb but not that dumb. It would be better to lock it to two chairs. No one would want to have to break or walk away with 2 chairs.

Lock your jeep, leave nothing in it, leave the glove compartment open, leave the console open so the theif knows that you have made a concious effort to leave him nothing.
On the beach, don't draw attention with nice stuff. A ratty old bag with towels is not worth stealing, keep it within sight of the water and others on the beach. Make friends with your neighbor on the beach, carry little with you and either take it in the water or find a place to hide it that a thief will not have time to find or looks like it is not worth stealing.

Locking a suitcase to your jeep at a place like Salt Pond or Leinster Bay is like a challenge. The criminal is at least smart enough to know you will be gone a long time, He will have someone watching the path from the beach in case you leave early, While he will not cut the bicycle cable or the lock, he will cut/break the suitcase and walk away. If it is locked inside the jeep, he will break in just to see if the suitcase is worth his while. A criminal thinks like this, If it is locked up, it is worth stealing. If it is left out and doesn't look worth stealing, it is not worth stealing unless it is super easy.

Bottom line is, do not bring more to the beach than you need or can afford to loose.

I have a ratty orange duffel bag that I travel with. I once had a friend ask why - no one wants to steal a ratty orange duffel bag.

We have a KYSS (Keep Your Stuff Safe) bag and love it! You just run the chain through a couple of beach chairs or around a palm tree, then the lock goes through both zippers. A thief can't get in the bag or carry it off. We've even used it in hotel rooms that didn't have a safe. It's a functional option to have on vacation.

I love that more and more of these secure bags and boxes are showing up on the beach. They will keep thieves occupied with the bright colors and cables, chains and locks so they won't even check out my stuff.
You gotta have something secure to chain those bags to. It also advertises where the good stuff is.
I like the K.I.S.S. principle rather than the KYSS bag.
Keep
It
Simple
Stupid.