Every hotel on Sainte Marie organises excursions to Baie d'Ampanihy and the Piscines Naturelles, either by quad or 4WD. Many also organise guided walks, either to these two sites or to nearby villages; they're a great way to get off the beaten track.
If you look at the map of Sainte Marie, you’ll see a long narrow bay on the east side of the island, and a peninsula to match. Baie d’Ampanihy is a wild and untouristed place, where village life goes on as it has for centuries. There are a couple of lovely restaurants that specialise in fresh seafood and organise excursions across the peninsula, usually a pirogue (dugout canoe) ride around the bay and a walk on the ocean-side of the peninsula. It's a wonderful day trip.
Locals report that every year from mid-November through December enormous sharks, larger than your pirogue, enter the mostly shallow bay through a very deep channel in order to give birth. They never attack anyone, although their young are sometimes netted by accident, and the sight of a huge dorsal fin can prompt an early bathroom break.
There are many ways to reach Baie d'Ampanihy, depending on where you set off from. Quads and motorbikes are popular options but hotels in the north of the island also offer guided hikes, which allow you to discover the quiet interior of the island.
The beaches on the western shore tend to be quite narrow but are more sheltered than on the east coast. They also tend to be taken up by hotels, whereas the eastern coast remains largely unspoilt. There is relatively easy access to the eastern coastline on the southern tip of the island; follow signs to Flots Bleus or take the track across the road from Princesse Bora.