Yep! What everyone else said. If you know what you want to do when your booking window opens (online checkin day) you can book what you like and not worry about paying until the cruise. I know on the Western Caribbean the Secret River thing and the Segways (not sure which port ?) are known to sell out.
My husband has been more worried about booking excursions away from the cruise line than me. You have to be diligent and do your homework. For our cruise next month we have all our excursions in Grand Cayman, Costa Maya, and Cozumel all booked independantly. I looked things up online thru basic google searching. When I found vendors/operators I thought looked interesting I went to other cruise forums such as Cruise Critic and searched for info about those companies. I also used Trip Advisor to check reviews and info. Definitely check cancellation policies and what each company does if the ship doesn't port as planned. The more reputable companies will have at least a 24 hr cancellation policy and many will not charge you if the ship cannot make it to port. Very important to know these things for sure, tho!
We are doing a private charter boat to Stingray City in Grand Cayman that costs $500 for up to 10 people. We have 7 so the per person cost is less than $75. We'll get 3 hours tailored to us. All equipment, bottled water, and rum punch is provided. My favorite part is escaping the herds of tourists.

In Costa Maya I have standup paddleboards reserved from an ex-pat from Texas and some cushy shaded loungers, table w/chairs reserved from a couple ladies from Canada on the beach for the cost of some yummy fresh-made food and drinks. Hello $2 beers! LOL! I'm expecting the taxi to/from, paddleboards, and food/drink to run us a total of about $150-$200 for the 7 of us. And, in Cozumel we booked the Xrails to Jade Caverns directly thru the operator the cruise ships use. I had to do it this way because of our family makeup and the cruise line excursion age restrictions. We have 7 people: 3 adults and 4 teenagers ages 14, 15, 16, & 17. The 16 & 17 yros both are licensed drivers. Well, the xrails seat 2 people each. The cruise line says the minimum age to drive is 18 w/valid drivers license. We couldn't book thru them because we'd have more kids than adults and I'm not about to send one of our kids off with someone else driving. I think they'd be uncomfortable. The tour operator says the minimum age to drive is 16 w/valid drivers license. Well, we have 2 of those so now we can go and it'll be one of us grown-ups riding solo which we don't care. Not saving any money for the excursion. However, the tour operator has a spring/summer special right now offering each of their guests a $20 voucher to Margaritaville. We had planned to hit up Margaritaville after our excursion (& cleaning up

) anyway. Double score for us, huh?! I'll come back and let you know how our independant excursions go. I'm really looking forward to seeing how we like spreading our own little independant wings and rolling on our own.