This will be our second TA....we did the original one back in 2007. Our kids were 6, 8, 10 and 12 back then. One thing that is really cool is the kids groups are much less crowded and the counselors really get to know each child. They also do special learning activities about each port.
We did the Canary Islands, not Madeira on that cruise.
For Cadiz, we did the Horse Show through
DCL. It is definitely a show for animal lovers like our youngest. In the afternoon we did the city bus tour on our own. It is a double decker open air bus that has a ticket office and bus stop right outside the port. It has a whole bunch of stops around the town and if you did it first thing in the morning you would have time to get off and explore. Here is a link
http://www.cadiztours.com/?event=offer.detail&offerId=2100
Gibraltar was our favorite stop on the cruise. We started with the DCL dolphin excursion in the morning. We saw LOTS of dolphins (not guaranteed of course) and the guide were really good. Afterwards, we did a private taxi van tour of the major sites. The driver was really great. He gave a description of each location and then waited for us at each location. He also brought "nuts" and we had an "up close and personal interaction" with the apes. One even came in the van

For our youngest this was absolute heaven. She talks about the monkeys to this day and she can't wait to get back.....now the oldest DD is terrified of animals and this wasn't a good experience. She will be staying on the ship for this year's adventure. I'm sure you can customize how close you get to the animals with your driver. It's easy to get a van, they are right outside the pier entrance. I think this is the company
http://www.gibtaxi.com/ENG/rocktourENG.html
Barcelona was also really great. We did the Spanish Village DCL tour and it was well planned for kids. Each family got a map with clues and you searched the village for answers to your questions. There was also a "tapas" lunch and a coke

SPOILER ALERT.........At the end, the kids get a coupon to find the gelato shop and get a free gelato. Side note....DCL was filming the port excursion marketing video when we were on this activity and our kids were "stars" of the video DCL showed on the 2007 Med cruises
They also have "hop on hop off" double decker tour bus options, see
http://www.barcelonasightseeing.net/?event=offer.detail&offerId=5243
We dropped the kids on the ship and then did a Mom/Dad walk along Las Ramblas. We checked out the La Boqueria Market and had a gelato. Barcelona was way more to do than you will have time......
Hope this helps.
Cindy