Cane Garden Bay is to be avoided when a northerly swell is running. Other anchorages are sensitive to swells, too. Your charter base should offer advice on which anchorages to avoid.
Make sure you ask. The penalty for ignorance is a rolly, sleepless night and a real adventure if you try to take your dinghy to the beach.
Another thought for first timers in the Caribbean is to be prepared to be backwinded when you are close to shore. When this happens, your boat and the seas will not line up like you are used to in the Northeast and you may have a rolly night. If you see other boats using a second anchor off the stern, like in the eastern end of Little Harbour on Peter Island, you'll know why. In close quarters you may have to use a stern anchor to keep from swinging into other boats in what otherwise looks like a cozy anchorage.