If you walk a short walk to the shopping area, there are taxis by the outdoor market. We took a tour which took you to the Mountain Top where you have an amazing view of Magen's Bay and the other Virgin Islands and there is a little touristy market, and then a small tour of the island....the driver will drop you of at Coki Beach (coral World) for 2 hrs and pick you up and drive you directly to the pier. Ask for Louen at the outdoor market and they'll find him. Great guy, last year i had recommended him to my parents and he happened to be off work the day they were in port but another driver phoned him at home and he came in to take them for the tour. It is $20us (either per couple or person, its been a while, and this may also be negotiable). I am going back to St. Thomas in Jan 05 on the Victory and I will be taking a tour thru him again, this time to Magen's Bay.
the taxi vans that are inside the gated pier at Havensight are very reliable and they will get you there and back, they are a bit pricey. But if you venture outside of the gates onto the main street, you can get a local open air jitney cab for quite a bit less. It will take you longer to get there as these taxis work like local buses. Its up to you. We usually take the vans to our destination and take the local back to the pier, allowing extra time for the stops