Something I've failed to mention about BVI beaches up to this point is that all beaches in the BVI are public. There is no private beach ownership, and so even the beaches on private islands, like Richard Branson's Necker, may be used by any resident or visitor of the BVI, although if access is over privately-owned land, it may be difficult to actually get to the beach.
It is not necessary to remind anyone that Capoon's Bay Beach is public -- the presence of Bomba's Surfside Shack is more than enough to encourage plenty of visitors.
Not having enjoyed any of the late-night offerings at Bomba's Shack, I will point those curious to this page, which does a better job than I could of explaining what the Shack is all about. The Full Moon Parties have an infamy all their own, and are known throughout the Caribbean for their raucousness. Hallucinogenic mushrooms (legal in the BVI) and semi-naked women seem to be the big draw for these not-so-serene shindigs.
Like Josiah's and Cane Garden Bays, Capoon's offers good surf in the winter and spring, and there are usually a few surfers hanging out, waiting for the swell
Capoon's Bay in the daytime is more my speed. The beach is not large, it's a bit rocky, and takes a little climbing to get down to from the roadside, but it is my favorite place on island to watch the waves roll in, especially early in the morning.