The special Immigration check at St. Thomas shouldn't apply on the Western route. Bear in mind that I haven't yet sailed on the Western, but here is my understanding of the early-morning immigration check at St. Thomas: This check is mandated by the INS for all ships which arrive at a US port after having called at a foreign port. This doesn't apply to the Western, because you call at Key West after Port Canaveral, then Grand Cayman, then Cozumel. The Eastern has the added "bonus" Immigration check because the ship calls at St. Maarten, Netherlands Antilles prior to call at at St. Thomas.
You do have to go through Customs and Immigration after debarking the ship at Port Canaveral at the end of the cruise, but you'd have to do that regardless of where you sailed.
On the last morning of the trip, non-US citizens have to report to Immigration at one of the bars before the ship can be cleared, usally at 6:30 am or so. As far as I know, this has always been the case. In your case, since your husband now has US citizenship, he won't have to get up any earlier than you will. You still have to get up fairly early on the last day of the cruise, but that's the same for everyone.
