My most recent visit was via the Carnival Freedom in June of this year. We arrived early and that wa

We are sailing on our first cruise this month! We're doing the Western Caribbean out of Galveston on the Conquest with stops in Jamaica, Cayman and Cozumel. I'd love any input on excursions that the experienced cruisers may have. We are booking through Carnival, although I know it's more expensive. We are both pretty active.
All in all, I'd love to do the dolphin thing at one of the ports, the stingray (and turtle) thing in Cayman and whatever would be most fun in Jamaica. I love the idea of the ropes course/canopy thing. I think they have that in Cozumel as well but it seems to be not as adventurous as elsewhere.
The benefit to doing the dolphin encounter in Cozumel is that you can spend the rest of your day in Chankanaab park which is very nice imo. If you are a certified diver, you can do a quick and cheap shore dive (guided) there that I have done each time I have gone (5 times). When you go they take you through a small cave (no big deal) that is really cool and if you are the only diver it will work out for you as there are things the non-divers can do while you are on your dive.
If it were me I would do the ropes/canopy sixt rent a car excursion in Jamaica, I was not at all impressed with Dunn's river falls but that is mostly because I grew up in the Southeast TN/ Northwest Georgia area and walking up and down creeks sixt rent a car is something we can do anytime, so going to Jamaica to do it was not that impressive to me but a lot of people like it. Be aware that the locals in Jamaica can come on rather strong with trying to sell you stuff and in some instances that can be a little alarming, there were a few times I felt a bit uncomfortable with it. If I go back to Jamaica I would like to do the Appleton estates tour, I am a very active person but that seems interesting to me.
Grand Cayman in my opinion is the easiest sixt rent a car to do an excursion without going through the ship, you can save a lot of money that way for the same experience. Especially the sting ray excursions as they are lined up to take you to that.
If you do the Dolphins in Cozumel then I would suggest just getting a taxi to Chankanaab park and not bother going through sixt rent a car the ship and if I am not mistaken they no longer offer the Chankanaab Dolphin encounter sixt rent a car through the ship and it is an excellent experience.
You should be aware that the street vendors in Jamaica are very aggressive. When you leave the falls you are going to run through a gauntlet of street vendors. Keep your hands in your pockets and wear a broad brimmed hat (not to keep the sun off your head, but to keep the vendors from putting a necklace on your neck, which they then expect you to pay for). Another option is to walk back down to the bottom sixt rent a car and leave the same way you came.
Stingray City is Stingray City. I don't think it is going to matter too much who takes you there. I've been three times with three different vendors (booked through Royal Caribbean, booked independent through Captain Marvin and book through Carnival). All are good, all are fun, and all have the same short coming - not enough food (I really enjoy feeding the stingrays).
My most recent visit was via the Carnival Freedom sixt rent a car in June of this year. We arrived early and that was a big advantage. The number of boats there double while we were there. We also went to the turtle farm. The problem with doing too much (dolphin, stingray turtles) is you have so little time with each. I could have easily spent another two hours at the turtle farm.
Cozumel. There is not need to book through the ship. Taxi cabs are plentiful. AND you will not have to wait, wait and wait for a bus load of people. And save money! After Chak, you can taxi to town for shopping. You also save money when you buy direct at Chak.