On Key West we did not book any excursions, we just did our own thing. The island is only 2 miles by 4 miles. You can pretty much walk where ever you want to go. We did the Conch Tour Train which was fun and informative. We went to the Light House Museum (fun, great view), and walked out to the Southernmost point in the continental U.S. (took photos). Then we made our way back to the ship down Duval Street (did the Duval Crawl as they say). This is where a lot of the shops and restraunts are.
On Grand Cayman we did the SeaWorld Explorer Semi-Sub. Wonderful view, lots of fish to see over Cheeseburger Reef although I did get a little sea sick on this. We had very choppy water that day. I booked this excursion through
DCL, but it would have been very easy to book this on our own. The place to book all semi-sub, sub, and deep sea explorer tours is right on the docks after you get off your tender. It would have been cheaper booking it on our own. Disney made us pay child rate for our 2 year old and our 11 year old was an adult. Directly through the excursion people the 2 year old would have been free and the 11 year old would have been a child. Then we grabbed a taxi and headed out to 7 Mile Beach (very fun and relaxing). Taxi ride was $3 pp.
On Cozumel we went to Chankanaab Park. Lots of fun, great snorkeling.
On
Castaway Cay we reserved bikes and tubes. We had friends with us who did the CC Getaway Package but, they felt rushed fitting in all the activities. We were disappointed in the snorkeling at CC. Did not see a single fish! But, we had bad weather that day so I'm sure that was a factor. I was so glad we had snorkeled at Chankanaab Park in Cozumel. All the equipment here seemed very plentiful. Next time I don't think I will reserve anything at CC.
Hope this helps.