My advice would be to visit first if you have not already done so. St. Thomas is a beautiful place, lots of great shopping, nice terrain, and as "American-like" as anywhere in the Caribbean, save my home in the Cayman Islands.
Coming to Cayman has added immeasurably to my life, and oddly enough, I was living in Kansas City (where I did my LLM degree in '96) prior to moving here! I turned down an offer with Bryan Cave, and sure did miss the Plaza and so forth during the summer "in between" when I spent some time with my parents and other family members.
But nothing seemed to matter after the first night that I arrived, checked into the very basic hotel they put me up in, and walked down to the beach and put my toes in the sand and ocean for the first time in my life! I'll never forget that night, alone, in a brand new place, full of adventure waiting to happen. And it has. I love it here, and throughout the Caribbean. The people are amazing and what once worried me became "no worries, mon" in no time!
I was ready for the change and had been working 80-100 hour weeks for a couple of years before making the life change. I've been here 9 years and can hardly remember my former self. Miami is just an hour flight away, so you never lose touch with civilization... err, not that Miami is civilized, but you know what I mean, roads that you can drive fast on, malls, big movie complexes, etc.
As with all choices in life, there are tradeoffs, but it's nice to know that I can take a dip in the 'pool' any time I want to (well, that's what they call the sea on the scuba diving boats).
The drawbacks, besides missing friends and family when you're first settling in, is that you will also miss certain 'things' that you now take for granted, such as: customer service, selection, low prices, and any sense of urgency that you might expect others to have for your problems. Also, if you have never experienced Island culture, you're in for another big surprise: they tend not to think as highly of America, and by extension, Americans, as you do. It hurts a lot at first, and you will be stereotyped, perhaps even discriminated against in the workplace. You're the "expat" and that means that you need to train a local person to be able to do your job. In other words, if you do your job well, you will make yourself extinct. But of course there are other jobs once you settle in and become a known quantity.
The other advantage that you would have in St. Thomas relative to Cayman is the proximity to so many other Islands. We're quite isolated here, but if you are the adventurous type, you'll get a chance to do all sorts of fun boat trips, and/or Island hopping by air. If you have a family as well, the kids will integrate well. Islanders tend to be highly nationalistic and prideful of thier local culture and traditions, but the beautiful thing is that the kids grow up to be truly color blind and I can't even begin to tell you how lovely it reflects back on their parents.
Best of luck with your decision. I don't think I have to tell you how I'd cast my vote. Oh, and Colorado. Now there is the other place I always dreamed about moving to. My brother did some 20-odd years ago, and I nearly followed suit. Every time I visit, which is often, I want to go back to the mountains for more. But it's a great place to go for vacations! Lucky you, St. Thomas is not so flat as Cayman. At least you'll have hills!