When cruising with our children 8 & 6, we always use the cruise excursion, just in case there is any emergency while our kids are in the kids club and they need to reach us.
We thought of booking our excursions on our own, but it was not worth it for us.
Also, we had wanted to book one scuba outfit that we had used before, but the company would not let us, as Disney used them, and it would be a conflict.
This happend in Grand Caymen though, on the Western. I believe it was Red Sail.