Obviously you need to remember that it's hurricane season. I would highly recommend cruise insurance. You can look at a lot of policies on www.insuremytrip.com
As for the three port stops, they are all great. Coco Cay is RCL's private island. It is a great place to snorkel, swim, play volleyball, or just relax. They provide lunch and you can buy drinks with your cruise card. There are also some shops for typical Bahamas type stuff that you may want to take cash for (if you are interested).
St. Thomas is also great. Great for shopping. If you like beaches, Megan's Bay is one of the top 10 rated beaches in the world. You can either arrange a tour there or take a cab or rent a car. If you are planning on buying alcohol, go to A.H.Reese. You can buy all you want and they deliver to the ship. You will have to clear customs when you return, but he duty isn't bad. I brought 22 bottles and only $26 in duty.
St. Martin is my favorite. You can rent cars at the port and tour the island. There are lots of nice beaches. Orient Bay is a great place to swim. It is on the French side so go with the knowledge that swim suits are optional. There is a great bar, the Bikini Beach Bar, that you can get a drink or eat. If you rent a car, stop in Marigot. It is the capital of the French side and a neat place to see. There is also Simpson Bay by the airport. If you are there during landings you can stand on the beach and have planes fly about 50 feet over your head. Go up on www.airliners.net
and on the left side under "Most Popular" select "of all time." The first pic is an Air France landing in St. Martin over Simpson Bay. It's not retouched. If you are there late in the day you can watch the planes land.
Anyway, its a great itinerary with lots to do. Have fun.