In this case, living in — or maybe just near — a cave isn't necessarily a bad thing. The Caves is an intimate, secluded 10-acre resort set on the island's western coast. Among the 12 cliffside accommodations are one and two bedroom cottages and suites and a four-bedroom deluxe villa, as well as two main dining gazebos, a rum bar, and a spa. But what's most spectacular about the place — apart from the private, candlelit cave dining experiences they offer — is its proximity to the ocean: you can literally wake up, get out of bed, and dive right into your day.