While there are miles and miles of white sand beaches surrounding the islands they are not all created equal. One side of the island is a marine preserve area. No fishing allowed! The animals and corals are protected and recognized as being very important to the Grand Turk economy. The windward side of the island is not protected and this is where the fisherman go on their daily hunts for sustenance.
Because of this the leeward side is full of curious and calm fish while the animals on the windward side no to avoid humans in order to avoid becoming someone's dinner. Not to mention that the windward side of the island gets its name for being, you guessed it, a lot windier. This results in a lot of chop on the waters surface and a less pleasurable snorkeling experience overall.
The leeward side in contrast has almost no waves making it ideal for begginers and veterans alike. The abundance of life in the water is incredibly colorful and can be seen fairly close to shore. The beach next to the Sandbar offers the best snorkling on the island. There are corals scattered where fish congregate and it's delightful to float above and watch their world.
The beach in front of Seasongs makes for some beautiful sunsets but it has a fairly large population of urchins so it is a lot less pleasurable to wade through the water.
For small children nothing beats the beach in front of Bohio. Calm water, long stretch of beach and a shallow sandy bottom are great for wading. You can snorkle here but you have to swim a little further out. There is an abundance of turtle grass closer to shore making it less ideal for fish.
You can also explore the almost always empty beaches closer to but not in the cruise center. There are natural rock formations that make excellent tide pools!
When you are through snorkling, go for a long walk on the windward side. You can walk almost the entire length of the island without seeing a single soul. It's pretty amazing.