Last time we went to Megans Bay, the cost per person in a shared van was $4.00 plus $4.00 per person admission to the beach, this might have changed. Megans Bay is a short ride from the port and beautiful, clean, with chair rentals, bar, restrooms, snack bar.
Sapphire Beach is a further away from the port and the only amenities on the beach when we visited were a small store where you could buy cold drinks/snacks/souvenirs. There was a restroom but it was small and dirty. Lounge chair rentals are available. The beach was o.k., quiet and secluded.