Hi and welcome to cruise-chat! Glad to have you join us. I was with a group on a cruise this April on the Rhapsody out of Galveston, same itinerary. We all had a wonderful time and the ship was great! The food was excellent and we had service to match.
In Key West we shopped, checked out the bar scene and made sure we were at Mallory Square for the Sunset Party (held every night). In Grand Cayman we swam with the stingrays (used a private company - not the ship's excursion) and in Cozumel went to a beach club and then made a stop at Carlos & Charlies (one of my requirements whenever I am in Cozumel).
There is a great, detailed packing list for a Caribbean cruise on our main site www.cruisereviews.com
You are sure to have a wonderful time. If you have any other questions don't hesitate to ask -that's what we are here for!