This is the Anguilla weather I know and love.
Shoal Bay, March
March is ideal...
Average High in March: 84°F
Average Low in March: 73°F
Average Temp. in March: 78°F
Average Rain in March: 1"
The days are warm, but not yet hot, and the nights are warmer still. Leave your sweater at home! ;-)
The waters get calmer in March, but certain days bring in a little swell to keep things fun.
I might be biased for my years of fond memories associated with weather in March (our first ever trip to the island was March 2002), but this is my favorite time of year to be in Anguilla.
Anguilla travel tip: I know I said I would leave my sweaters at home, but, on second thought, I would pack one just in case, you never know... :-)