If you don't book excursions through the ship, then you are on your own. That's how it works in the Caribbean cruises, so I assume it's the same for Europe cruises.
Just make sure you keep your watch on ship time, and do your research for reputable companies.
2007 - Majesty of the Seas (Bahamas)
2009 - Enchantment of the Seas (Western Caribbean)
2010 - Freedom of the Seas (Western Caribbean)
2013 - Golden Princess (Alaska, roundtrip from Seattle)