Forgot to add: I would recommend using the ship's shore excursions for the islands where you have to tender, or visit another island (for example, if your cruise ship doesn't actually stop at Virgin Gorda but offers a shore excursion from Tortola to The Baths). Otherwise you can use theirs - the advantage being that if you are delayed coming back, they will wait for you if you on a ship's excursion, but they won't if you aren't. Or you can book excursions separately. In San Juan, you can even wander on your own - take a cab to Old San Juan (or walk, if you are docking right by it) or to the beach in the Condado area.
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