Once you're out of Philipsburg it is easy to get around and beach hop. Marigot and Grand Case are also much nicer to visit than overcrowded Philipsburg, so by all means, explore.
Try contacting Mickey Daniel at Tropical Car Rental. He provides great personal service and will often deliver cars to renters at the cruise pier or meet them at the airport.
You can book at his web site(<http://www.tropical-tropicana.com>) or call his cell phone (011-5995-76069).
Enjoy!