Booking a shore excursion through the cruiseline or your own?

The best place to get advice on this is CruiseCritic.com. Click on "Boards" at the top of the page, then go to "Ports of Call" and find your port. You'll find a ton of great advice from experienced cruisers.

The "pros" of booking on your own: you go where and when you want, smaller group, less expensive.

The "cons": you have to do the research and book yourself and consider what happens if you miss your port [it happens], you have to figure out transportation if it's not included, and MOST IMPORTANT - you have to be very aware of the time/traffic, etc. and allow yourself plenty of time to get back to the ship an hour before it sails. The ship will not wait for you if you're late. You'll find discussions at CruiseCritic about what to take ashore with you "just in case", such as money/credit card, passport [leave a copy in the safe on the ship], and the info about the ship's shore agent [it's in the daily activity sheet].

The particular ports you're going to are fairly easy to do "on your own".

St. Thomas can have big traffic problems, especially if there are more than a couple of ships in port at the same time [common in the summer]. One part of your research should be to determine how many [and how large] ships will be in each port with you. At St. Thomas you'll also need to know whether you're docking at Havensight or the port on the other side of town [can't remember the name offhand]. You can get a cheaper taxi [or the public bus] outside the gates of the port itself. Check out vinow.com for good info about the VI.

In San Juan you can walk up to the fort and then hop on the shuttle and explore Old San Juan, which is right at the port.

Grand Turk has a Margaritaville/beach right at the pier and, supposedly, not much else.

Have a great cruise!

I've been on a couple of cruises and we always booked ours through the cruiseline. That way if the excursion is running late the ship will wait for you, but if you were off on a private excursion, the ship will not wait if you're late ! It's so much safer to get excursions through the cruiseline. Have fun !