I have not done the Rhino rentals, but I have parasailed at Orient Beach in St. Martin (my choice for best beach on the island). In St. Thomas, if you wish to allow yourself time to shop, I would suggest Sapphire Beach. It is a great beach (again my favorite on the island), with good snorkeling. You can easily do beach days on your own at both ports and still have time to shop.
You might want to check out our sister site: PortReviews. Here is the link:
You will find tons of reviews, and "don't miss" and "how to" suggestions. Just click on the ports of interest on the left hand navigational bar.