A lot of people outside the US still consider Puerto Rico to be a sovereign state. Not surprising, given how removed it is culturally and socially; and if you happen to be in the middle of February, climatically too! It is one of those unique destinations that has all the obvious advantages of being located in the Caribbean, while still allowing easy access form the mainland United States; a relatively short domestic flight for one; and in my case, no need for a visa!
San Juan is its capital, and is well served by all the major carriers, although a lot of people choose to fly into Aguadilla instead. In doing so, however, they miss out on one of the best kept colonial city centers in Latin America!