Jules, my advice is that if you take some of the longer shore excursions, or ones that take you some distance out of town, you should book it thru the cruise line due to the time element - you don't want to be stuck somewhere and miss your ship when it sails away!
Shore excursions I would recommend are: Skagway - the White Pass & Yukon rail trip, the historic tour around town in the old stretch yellow "limos," or just walking through town & shopping & enjoying the sights. Ketchikan - either the Saxman Native Village or Totem Bight State Park (both are out of town & taxis are expensive!), also walking around town & shopping; be sure to see the historic Creek St.district. This town is very walkable, only a few blocks from the cruise dock. Wear/take rain gear though! Juneau - Mendenhall Glacier (out of town), AK state museum (in town), the cable car ride (in town), historic walking tour (can be done w/ guide or by yourself, but with a guide you may get in certain places, like the wonderful little Russian Orthodox church, that you might not otherwise. Fishing, whalewatching and flightseeing are also good here.
Have a wonderful time!