We did Western in late Nov/early Dec 2010. It was just DH & I

and so we tended to do things that were "adult" only type experiences.
Key West - Walked around on our own. Walked to Hemmingway House (I was only interested in seeing the cats

), Southernmost Point and then back to Kermit's Key Lime Shop. We were actually looking for Blonde Giraffe and followed their "We've Moved" signs all over the place, only to find out that they were out of business!

. Had a margarita or two at Hog's Breath and some Conch Fritters from a stand around the corner from there. We loved our time there and would do it all over again.
Grand Cayman - Booked on our own with Capt. Marvins and would def recommend them. The check in and pick up point is a very short walk from where the tenders come in. Short van ride to the boat and then out to Stingray City. The boat had an upper (no cover) deck, but the ladder was pretty much straight up, so getting down was a little on the tricky side if you aren't coordinated and (like me) had several things in your hand! LOL The lower deck is where most people sat so you could get out of the sun. Snorkle gear and a non-alcoholic punch is provided. The crew were friendly and helpful. They also had a fresh water hose so that you could wash the salt water off after the last stop. We stopped at 2 other reefs to do some snorkling and then back. We were back on the ship by early afternoon.
Cozumel - We did the Mexican Cuisine cooking class through
DCL. The weather was terrible the day we were in Cozumel, and I think our excursion was one of the very few that actually ran. The cooking class was tons of fun, the adult beverages were included and it definitely helped to make the food that we had cooked taste like we were all expert chefs! It was really good.

That excursion also included an hour or so on the beach, all inclusive, but due to the weather that got cut short. It's one of those where we were glad we had done it once, and had a great time, but would do something different next time.