The western is great.
In Key West you dock at mallory square..the majority of the shopping and such is within walking distance. Also, to catch the little train/trolley..it is within walking distance. There is margaritaville, sloppy joes, southern most point, hemingways house, Bo's fish market, turtle krawl, lots of great little places to check out.
In Grand Cayman..again, all the shops are in walking distance..right at the port. You can catch a taxi tour at the taxi dispatch center at the dock. It will take you to the turtle farm, hell, past some of the famous things, show you some neighborhoods, etc. It is a very nice tour..takes about two hours. There are also rum cake/rum tastings at all the little tortuga shops. We enjoyed a beer (stingray the local brew) at Rackhams. Go left at the top of the dock and walk until you see it. There is a great little souvenier shop in front..the bar is in back, deck overlooks the ocean. Coming back..or before you get to Rackhams there is also a microbrewery...5 beers, quite wonderful.
There is a hardrock cafe, go right at top of dock..maybe a block or so down..across the street.
In Cozumel, thanks to other posters on this board, we grabbed a cab at the taxi stand (top of the dock) and headed to Mr. Sanchos beach area. You can check it out at mrsanchos.com. No charge to enter. There is a restaurant (fabulous food). You can eat on the beach or in the open air restaurant. There is an adorable bar with swings as seats. The beach is beautiful. There is a huge hot tub, tequila tastings, etc. Then we headed back to do some shopping. About dinner time, we went back to the ship with all our packages, freshened up and came back out for dinner at carlos and charlies. Again, fantastic.
If you belong to
AAA you can pick up some free travel guides for the areas you are going..will help give you lots of ideas.