Usually pack a windsurfer on the boat and sail wherever it looks nice. In my recent Bass Strait crossing didn't pack windsurfing gear.. otherwise would have rigged for a sail in 30 plus knots in the middle of the Strait just for the hell of it. The crux of the cruise was to do some sea cliff climbing off the boat. see
tobiasbucek.blogspot.com/ with some pretty good climbing on Erith Island (Kent Island group). We probably had conditions favourable as 1 in a 100 years with a beautiful sunny day and very light Noreaster allowing us to anchor 30 metres off the cliff in 30 meters of water with 50 metres of chain. In the afternoon the breeze picked up to 12-15 knots against a strong ebb tide and I was mighty relieved to get out of there. The retrieval of the climbing party in the duck was pretty hairy involving a surfer like leap from the rocks into the dinghy timed with the crest of a wave.
Thats probably the biggest drawback on windsurfing/surfing off the boat. The remote places that you can access, whilst being fantastic for windsurfing are either places where prudent seamanship will tell you not go or you never really feel comfortable leaving the mothership in a potentially dangerous location.