We did an excursion twice in St. Martin that we loved, and we did book in through the ship.
It's the 12 meter yacht race. You go on one of two America's Cup type sailboats, everyone who wants a job is assigned a job (I was winding the lines on one of the winches), and the two boats race. It's very exciting and fun, and the captain of each boat takes these races seriously!
If you like to sail and like an exciting time of it, look into this excursion.