Take the ships excursion in Curaceo to the snorkeling site with the tug boat. It takes about 45 minutes to get there by boat. I don't recall the name of the area, but in the description it says something about sunken tug boat. It is fabulous lots of colorful fish.
Aruba, hop on a van, with one of the tour operators and take an island tour. You can negotiate $15 p/p for a 3 hour tour. Of course you will be in the van with other cruise pax you don't know. St. Thomas, again jump in a taxi and have the driver take you around the island for 2.5 - 3 hours. Cost is approx $20 p/p and is a good value. You can ask to be dropped off at Coki Beach or Sapphire Beach where you can snorkel for $5 each for an hour.
St. Maarten, I would stick with a cruise tour here, since I don't know anything about going off on your own. Lots of people like to go to Orient Beach (optional nude beach) or do the America's cup challenge, on a sail boat.