Sibelius--Karelia Suite, Intermezzo. He must have been on a sailboat with a grin on his face when he composed it.
Mendelsohn's Hebrides Overture is nice, too, but more for overcast days and big swells.
Whatever you play, just keep it on your own boat. I'm with Ninefingers--I'll lob flares if I have to listen to some bozo's radio blasting anything--even the above. Not that I'm unfriendly or anything...