We cannot help you with Naxos, but do have quite a bit of knowledge on your other ports. For Messina we do recommend going to Taormina which, unfortunately, is more than 40 min from Messina. Getting to Taormina on your own is quite difficult. It is possible to take the train from Messina, but that still leaves you on the coast below the city from where you need to get a bus, taxi, or make your way to the cable car (most use a taxi) that can take you up to town. For this port we usually recommend that folks take the cruise line transportation and than you can easily tour the city on your own since there are only two streets and everything is within walking distance. Another option is to rent a car and drive yourself, but this only makes sense if you have another couple to share expenses. As to Naples, there are many options for this port so you need to review the various tour options and read about the region. The most popular options are Pompeii, Herculanium, Caprr and also the Amalfi Coast. Everything but the Amalfi Coast can easily be done on your own. Post your thoughts and we will help with the details. As to Mykonos, there are many that like to take the cruise line excursion to nearby Delos. Keep in mind that Delos is a desserted island which is famous for its ruins (we think the ruins are a bit overrated). You do need an excursion to get to Delos whether its the cruise line or a private excursion that departs from Mykonos. As to the island of Mykonos, its primarily a beach resort island with a very nice town for walking and browsing shops. You can easily explore Mykonos Town on your own and if you want to go to a nice beach, it is relatively easy to get to Paradise Beach by simply using the local buses (they leave from the bus station located near the Windmills in town). We generally like to go to the beach on Mykonos and than spend a few hours in town on our way back to the ship.