We rented a van from Hertz on St Martin, we were the first to arrive across the isle at Dawn Beach, a nice beach with some snorkeling, a nice beach bar and open-air restaurant, chairs and umbrellas to rent, fresh-water showers (conserve!) and restrooms with changing area. After lunch there we took a tour through the French side, then parked back at a pay lot in Phillipsburg and shopped. Was easy and we could set our own pace.
On St Thomas we chartered a boat through shoretrips.com. The St Thomas Dive shop picked us up, walked us down the dock then took us over to Buck/Capella Island to snorkel, where we were again the first boat to arrive. Fun. They then would have left us at their beach or, our choice, we returned to the ship by boat. Was easy and fun. We then lunched on board and walked to Havensight Mall to shop.
Don't be afraid to do things on your own. Saves you moving with the masses.