Pine Cay, Turks and Caicos It’s a toes-in-the-sand resort with a gourmet feel. This Relais & Chateaux set on Pine Cay in the Turks and Caicos Islands is a mix of beachfront rooms and a pair of beachfront cottages; the former are just lovely, coming with their own private thatched-roof tiki huts; and the latter especially tailored for the toes-in-the-sand experience (and the privacy of surrounding gardens).