Through the ship sounds easiest, and less likely to get left behind. Any reason to book excursions independently?

I would say depends on how much research you do, where you're going, etc.....

We did our first cruise earlier this year and at one port did a 3rd party excursion. It was great and like 40% of the cost of what the ship offered. My wife joined a bunch of facebook groups and then did research on the various 3rd party recommendations.

At another stop we did one offered through the cruise. Not sure I'd say it was any better, honestly the staff at the stops on the 3rd party one were generally nicer, but it was less upfront work.

Independent excursions are typically a bit cheaper since the cruise line is not tacking on a percentage. They also are usually smaller group sizes as well. The cruise line excursions are almost always large groups of people which is cumbersome. The cruise lines use the hook of promising that you will not be left behind if you are on one of their excursions. You might try United Cruises. They sell excursions and guarantee return to ship on time.

So, I've only done a cruise once because it's not my kind of vacation, but one thing I've noticed vacationing in touristy cruise areas is the excursions done through the cruise are jam packed with 50+ people on a boat or bus. If you just want the experience, that's probably fine, but I like small groups of no more than 10-12 people. If I ever get drug on a cruise ship again, I'll be booking my own excursions.

We were forced to go on a cruise and after being nickeled and dimed for everything through the booking process I decided they would not be getting any more of my money.

The cruise excursions were limited and packed. Sardines that were limited to the route and times. It honestly looked depressing.

In Grand Cayman we booked a yacht that took 8 of us to see the stringrays, turtles and pulled into a cove for lunch. The whole thing was first class and seeing how packed the other ships were and that our captain just moved us away from the crowds was awesome. Plus when the kids were done with one thing, the captain just moved us to the next.

In Cozumel I looked up the last sport fishing tournament and just started calling the boats from the winner down.

The sketchest was leaving the cruise terminal in Jamaica and catching a cab to the "beach resort" that others in our group paid the cruise to get too. Next time I would use a cab inside the terminal. But it was fine. We were not bound to the beach window the cruise put you on.

If you have time to do the leg work, it is worth it

I haven't read the comments but a lot of my clients like booking outside of the cruise line. The main thing is though - if the vendor doesn't get you back to the ship in time you are screwed. If the cruise line excursion doesn't get you back in time they will get you to the next port. While this very very rarely ever happens, just something to be mindful of. Often you can get the same or similar excursions cheaper not going through the cruise line.