I am drinking a Martini as I write this post so hope we do not slur our words
. You might want to stop at a major bookstore such as Borders where you can sip coffee and do some free reading and take a look at a few other guide books.... Rick Steves is very popular for do it yourselfers. Ok, lets start.
Venice - You can squeeze 6 into a gondola and you should do this on your own. Try to negotiate a good price, but you will probably pay about 90 - 100 Euros for a gondola which is the norm. We like to buy a bottle of wine and have the cork pulled and take the wine on our gondola (ask the wine store for some plastic wine glasses). If you are going to be in Venice for more than a day, keep in mind that each vaporetto ride costs 6.5 Euros. It often pays to buy a pass which can be for 24, 36, 48, or 72 hours (you can get them at the ACTV office (vaporetto office) located right in the Piazale Roma (near the cruise port) or at several other locations. If you have extra time we recommend taking a vaporetto all the way out to Burano (about 45 min each way) which is a laid-back island and a nice place to escape the crowds of Venice.
Dubrovnik - If you want to use the local bus from cruise port to town you will need to get some Kuna. You can get Kuna from an ATM or there are many places that will do currency exchange. Most merchants will take credit cards or Euros and some also take dollars.
Athens - Just have your priorities and see how it goes. Remember that using the metro (train) from Pireaus to Athens will save you money, but you should look at the metro map and figure out which stop works best for your itinerary.
Ephesus - As long as you are staying on the ship you do not need a visa. If you spend a night in Turkey at a hotel you would need a visa, but no need to buy one in advance. They sell them at all ports of entry and its just a little stamp you paste in your passport.
Naples - It is about a 1 mile walk (all flat) from the pier to the Naples Train station or the slightly closer Circumvesuviania Station (you can use either one). You than buy tickets on the Circumvesuviania Line (it is actually a private train company) for a few Euros and take the train (they run about every 30 min) for about 20 min to the "Pompeii Scavi" station. From there, its across the road to the ruins where you can purchase an audio tour or even decide to join a guided tour (usually 10 Euros per person). Admission used to be 11 Euros (might be 12 now). Make sure you buy some water or soda before you go inside the ruins since it can get hot and there is only one snack bar inside that is currently under renovations.
Rome - If you think its worth $800 for a guide than thats fine. Of course, as an alternative, you could buy a decent guide book (I like the pocket size Frommer "Rome Day by Day" or Rick Steves guide and go on your own. At Civitavecchia you can spend 9 Euros per person for that BIRG ticket which covers your round trip train plus lets you use the Roman subways and buses all day. The major hassle is getting in the Vatican and the lines can be long. It is possible to book a tour through the Vatican's own web site which helps you avoid the line, but you need to do this far in advance and have a specific time. Personally, we just like to guide ourselves through the Vatican on our own schedule, but there is much to say for having a good tour guide.
Florence - The cheapest way to get to Florence is on the train. You will need taxis between the Livorno cruise port and the Livorno train station (you will need 2 taxis unless there is a van/taxi). Within Florence, everything is within walking distance although some prefer to grab a taxi to the Academia since that is a bit of a hike. The Prada and other outlets are not actually in Florence, but rather quite a few miles away so that is not a good option.
Nice 0 Nice is nice but the beach sucks unless you like rocky beaches. Within Nice, our favorite area is the old town where you can walk the streets and browse the shops, cafes, etc. There are many options for this part of France including places such as Eze, Monte Carlo, Antibes, Cannes, St Paul de Vence, Grasse, etc. So, do some reading on this region and post your thoughts.
Barcelona - Easy to do on your own. You can use taxis from pier to town (Ramblas area) for about $5 per person (cheaper than the shuttle) or you can walk (this does depend on your pier) to the Ramblas in about 25 min. Many do find the Hop on hop off(HOHO) bus to be worthwhile in Barcelona, although we prefer to just use our feet, the subway, and sometimes a taxi.
My thoughts on your ambitious ideas are that as long as you are doing it on your own, it is no problem. You always have the flexibility to change your plans as the day develops...which is the benefit of doing your own thing. Just prioritze and make sure you get in your top priorities earlier in the day.