Cuba is a different story - LOTS of excellent anchorages, but you cannot go ashore unless you are at a marina. Es prohibido. About the only exception to that is the keys to the east of Varadero, Golfo de Guahanacabibes to the west of Bahia Honda, Cayo Levisa, possible Cabo San Antonio (Moro), and the keys on the south coast. You want the places where the Guarda Frontera (coast guard) does not have a post.
If you want more info on this, you can check out my video at TheSailingChannel.tv