Most often on St. Thomas I take the ferry over to St. John and go to Trunk Bay. I do feel comfortable leaving my camera and other things in my bag there beside the lifeguard stand. That is an exception though to my normal comfort level. Half Moon Cay I would probably be alright with as well, but then again, I don't have a real expensive camera and usually have friends around.
Okay, I think we need an answer to #3.