In parasailing you ride above the water at exhilarating speeds. To give it a try, call Caribbean Parasail and Watersports (340/775-9360), who will pick you up from your hotel and take you to one of their 10 parasailing locations around St. Thomas [1]. A 10-minute ride costs $60.
Windsurfers glide along the surface of the water astride a board, powered by a single sail. This is a physically challenging and highly exhilarating way to travel. Vessup Bay and Great Bay Beach [2] are popular places for windsurfing. For lessons ($50–75 per hour) and gear rental call Island Sol (340/776-9463).
Links:
[1] http://www.moon.com/destinations/virgin-islands/st-thomas
[2] http://www.moon.com/destinations/virgin-islands/st-thomas/sights/red-hook-and-the-east-end/great-bay-beach