At the risk of being a little bit negative, keep in mind that the excursions not through Disney do lack a little bit of the magic.
We booked a helicopter ride at the Grand Canyon, along with probably 20-24 other people on our tour. But we had to make our own way to the airport, taking the regular Grand Canyon buses, and then hiking back from where they dropped us off to the spot where the helicopter ride was. And hike back when we were done. Not really far, but not really pleasant in the heat. Plus the entire excursion ate up an entire afternoon. The ride itself was ok, but for me, not worth the price at all. I was made to sit up front with the pilot, who was not friendly, and so couldn't see or be with my family at all. Of course I might have had the better option, since in the back one of the other passengers got sick and threw up! I would have preferred, in hindsight, to save the money and more importantly to have spent that time at the Canyon itself, which was outrageously beautiful. Being in the helicopter it felt more like a movie, instead of standing right there in front of it, which was amazing.
We also did the horseback riding at Red Cliffs Lodge. They were very friendly, but only offer one type of ride - a three hour long one. My husband and older child loved it, but my DD10 and I did not. I was so sore, and unhappy, and rather bored (we went very slow and often stopped while they helped one or other other of the 30 people on the walk with us). DD10 even cried a little, but at least she didn't throw a total fit like some of the other kids in the group, who were very scared and would scream that they wanted to get off and go home (for a long time). They warned us not to let our horses stick their noses into the rear end of the horse in front of them, because that can scare and upset them - and of course DD10 then spent the whole ride trying in vain to prevent her horse from doing this, and being worried that the horses would get upset. Don't take this ride unless you understand how very long it is - there is no way to get off in the middle. Apparently it might have been a little shorter if the group wasn't as big, and there hadn't been so many slowdowns, but you can't count on that. Of course it was also very hot, but that comes with the territory. Throughout the ride I kept thinking that if it was a Disney run excursion, it would have been shorter - they always know to end things while people are still having fun!
We loved SWS, we really did, but these two non-Disney excursions were not high points.