You can soak up the stunning views from the infinity pool at Jost House Villa

I thought it as I peered down from the 10-seater turboprop plane as it dipped gently towards a splodge of dark green land pressed like a firm hand into waters of ethereal blue. I thought it as I flipped open a cool Carib beer while sunbathing on the deck of a gleaming white catamaran. And I thought it as I sat on a deserted beach digging my toes into fine warm sand and gazing at the flotilla of yachts.

A recent study found buying an experience is a better emotional investment than buying something such as a fabulous pair of shoes.

It seems there is real benefit from a once-in-a-lifetime holiday. And the BVI (as you’ll soon learn to say) are possibly the best place on Earth to hang the expense.

This after all is where celebrities go to escape. Rachel Weisz and Daniel Craig are believed to have honeymooned on Guana Island while Necker is home to Sir Richard Branson.

The super-rich also anchor their super yachts in bays once seething with pirates and adventurers. Yo-ho-ho and a bottle of rum. There’s still plenty of rum but these days it’s disguised in pint glass cocktails of cream and coconut known locally as “Painkillers”.

A lot of people don’t know where these closely linked islands are. South of Florida lies a curved arm of islands made up of Cuba, Haiti, the Dominican Republic, Puerto Rico, and the British overseas territory known as the BVI (Tortola is the largest) with the Atlantic to the north and the Caribbean to the south. Travel further east and you get to the better-known Caribbean islands including Antigua where your long haul flight arrives and you transfer to that 10-seater plane.

It's possible to stay in luxury even when staying on the traditional Peter Island

The islands offer something for everyone. Watersports lovers will be happy as a clam at Bitter End, a long-established resort on Virgin Gorda. Popular with families, the resort offers sailing, kite-surfing, scuba and kayaking and has three private beaches. If you can’t afford your own yacht, you can always charter one.

I was lucky enough to spend the night on a catamaran, exploring the islands and dropping anchor to snorkel in the warm waters. As the sun set I ate fabulous fresh fish and fruit and sipped cold sancerre before retiring to my dinky ensuite cabin with its nautical-themed blue-and-white striped bed linen. I could quite easily have stowed away forever.

Another highlight was staying at the Scrub Island Hotel, perfect for a Caribbean wedding or a romantic break with its sleek spa and lagoon-style pools with plunging waterfalls.

I had a hillside villa all to myself with a four-poster bed, a kitchen with colossal American-style fridge and an outdoor terrace with mesmerising ocean views. One night I enjoyed a delicious meal on the beach, a succulent hog roast. I dined under a linen gazebo on the white sands lined by turpentine and sea grape trees.

I was lucky enough to spend the night on a catamaran, exploring the islands and dropping anchor to snorkel in the warm waters

There’s a more traditional feel to Peter Island. It has a plush hotel ferry service that delivers you to the resort – roads don’t figure much in the BVI, you’ll find. There’s also a multitude of water sports, a picturesque marina and an indulgent spa specialising in Ayurvedic treatments.

The favourite place on my island-hopping adventure was Guana Island. If you want all 850 acres of it to yourself it will set you back a hefty £14,000 a night. A former Quaker settlement, the main accommodation consists of a whitewashed hilltop cottages with wood floors and simple furniture. It's a place for dreamers, writers and lovebirds. We also took a dip in the fabulous infinity pool at Jost House Villa with views of both the Caribbean and the Atlantic .

The BVI aren't cheap but there are ways of reducing the cost. Many resorts offer big reductions between April and September when it's very hot (there's a risk of hurricanes in late summer). There is also plenty of more affordable accommodation such as the Mongoose Apartments on Tortola or the Guavaberry Spring Bay Apartments on Virgin Gorda, all known as "the jewels".

Fortunately the BVI aren't known for shopping. My only retail opportunity was at Bitter End when a girl in a boat buzzed up to my catamaran to sell pretty shell and silver necklaces. She reminded me of Ursula Andress in Dr No, stepping on to the beach with a conch shell in her hand. Captivating. This is certainly a place I won't be forgetting.