You can hire skipper-less boats in most of the harbors, But you will need a license and a hefty deposit, as far as I remember your are looking at €450 + for hire + fuel, plus a deposite of minimum €1000, Not sure if you would get any ski/board equipment with that (would not think so)
There are a fair few on the Island offering days out in the sort of boat you are looking for, most provide all the equipment and are around the same $400 + fuel ish (the legit ones, there are cheaper non legit, about $200 + fuel) You basically get to do exactly what you want with no worries of the coast (there are some nasty hidden rocks all around) It will be somewhere around an 18 ft boat and I would recommenced it as one of the best things you can do here,
have a good one
Tim