Tortola: Trip to the Baths (full day) or Trip to Virgin Gorda (half day) are basically the same excursion, a trip to see the Baths (a sort of cave formation made of large rocks on the beach of the nearby island Virgin Gorda). These do sell out. The biggest must-do of the eastern itinerary.
St. Thomas: Skyride to Paradise Point is a must-do at least once imo, & Disney sells tickets, but you can walk there from the boat so it's an on-your-own type of excursion. It's a gondola ride to a high point on St. Thomas that offers a very special view. This won't sell out, & you can always buy same-priced tickets at the attraction itself if you prefer. This excursion can be completed within an hour, including the walk to & from the boat.
St. Thomas:
DCL offers Magen's Bay Beach Break, but instead we chose to taxi to Magen's independently. This was very easy to do, as there is an orderly taxi dispatch service right at the dock, and a return dispatch service located at the beach. Taxis are shared: they spend about 10 minutes filling the taxi with tourists headed for the same destination. The exact same thing as doing the excursion via DCL, except faster, a lot cheaper ($8 per person each way, plus $5 for each adult to enter the beach), and on your own schedule.