Finished our first cruise in April and I would definitely suggest going with a shore excursions. I know they are expensive but well worth the money over going it on your own and being disappointed that you couldn't do what you wanted to cause you couldn't find the place, or you couldn't get in without paying an exhorbiant fee, etc.
We went to Nassau and tried to go it alone and were sadly disappointed that we couldn't do what we wanted to do. I wanted to see the aquarium and the beach. After walking what seemed like miles we were sore, tired, hot and still hadn't seen anything we wanted to, so we headed back to the ship.
We had been encourages by several shipmates that we could go it on our own, but that didn't seem to be the case with us.
I wish you all the luck and have a wonderful cruise. I must warn you though, cruising is addicting.