We stayed at Xanadu in November. I loved it, and would recommend it to anyone. The condos are large and nicely furnished, and are a great price - you would easily pay twice as much for something comparable in the States. The grounds are beautifully landscaped - it looks just like the website! There is a little grocery store about 100 yards from the hotel - very convienent!
Banyan Beach is about a 5 minute walk down the beach from Xanadu. It has a larger and nicer beachfront, and the pool is larger. It also has a beach-side restaraunt - I think it is called Rico's. When we stayed at Xanadu, we walked down to Rico's several times.
I don't have first-hand information about Captain Morgan's, so I can't help you there. Plug in the names of your choices in the search feature, and you will find more info than you thought possible. Have fun!!