The train in Skagway is a must!
One time in Juneau we took a floatplane to Taku Glacier Lodge. It was a fantastic trip, but pricey. Our last trip to Juneau we took a ship sponsored excursion to Mendenhall Glacier.
In Ketchikan, we took a ride on the Ducks. That was fun. The time before we went to Prince George Lodge. We book all of our excursions on the ship because we feel more comfortable doing that. Many people prefer to find their own tour operators at the port.
Whatever you do in Alaska, you will thoroughly enjoy I'm sure. It's just an awesome experience.