Caribbean tends to be not so gay friendly. Where I once lived, St. Croix now has one or two gay hotels but I've never visited them. I think the more popular one, or at least the one with the more active PR firm is over towards F-sted. I prefer the C-sted side of the Island. But it might be nice. Lemme google...
Frommers says it's just outside C-sted. I thought it was further out. So might be nice. here's that linkhttp://www.frommers.com/destinations/st-croix-usvi/728620Five miles west of Christiansted is the Palms at Pelican Cove, where some 1,200 feet of white sand shaded by palm trees attracts a gay and mixed crowd. Because a reef lies just off the shore, snorkeling conditions are ideal.
The only thing with St Croix is the only island offshore is Buck Is., great snorkeling there, that is if it's not all dead by now. Where as if you did something on St. Thomas or the British Isles (the latter not gay friendly) you'd have more of a Caribbean experience as seeing other islands offshore makes the views really stunning.
I think it's Saba down there which is very gay friendly but there's nothing much there. One for lots of activity, gay friendly, though I don't know of an exclusive gay resort, would be St. Martin/Maarten or Barts.
If going for the Caribbean experience, I'd forget about the gay aspect and pic St Thomas/St. John & the British Isles, that area.
The other great area for snorkeling is on the opposite side of the Caribbean, Belize. Also very much not gay friendly.