Hi, We have also booked this cruise sailing on 2nd March 2009 and I am trying to find this same information myself so I will look out for the replies. Thanks.
If you read the ports of call section on cruise critic it will give you a very good idea of what ports you can do by yourself, and recommend tours to take locally.
It depends on what you want to do. If you are going to St. Maarten, or Aruba, you can rent a car and do the islands yourself. If you leave the island to go on a dive or snorkel, you might want to go with a ships excursion. The ship will not sail without you if it is booked with the ship.