I traveled up to Alaska a few years ago on a Royal Carribean cruise and instantly fell in love with the state (so much so that I went back and taught there for a year). Lots of great things to do on shore.
In Skagway, I would definately do the train. You can ride it round trip or one way and connect with a bike trip. That would be the only shore excursion I would buy on the ship simply because it sells out if there are a lot of ships in port. We bought an excursion for each port and found people selling the same tours right on the dock for much cheaper.
I love Juneau and have spent a lot of time there. I would hop a bus or shuttle from downtown and go out to the Mendenhall Glacier. They have a nice visitor's center and hiking trails. When I went on the cruise, my friend and I (both 23 at the time) signed up for a river rafting trip that was kind of expensive. I was more than annoyed to get out there and find out that everyone else on our raft was 70 or older. It was tame and lame to say the least. The Alaska State Museum is nice. Be sure to visit the Red Dog Saloon. Another good option here would be to take a wildlife cruise. You can often see seals, whales, etc. up close.
In Ketchikan we took a tour to see the totem poles in Saxman village. Definately buy this excursion in town if you decide to do it. A friend of mine was there last summer and went snorkeling. They give you thick wetsuits and he thought it was awesome. They have a kayak excursion that looked cool. Our tablemates did a flightseeing tour up Misty Fjords and liked it very much. They did another one in either Skagway or Juneau over Glacier Bay and greatly enjoyed that as well.
Don't know where else your ship will go. If you have any questions about any of these ports or about Anchorage or Vancouver let me know.