The White Pass railway is highly recommended, as long as you do not have too much an issue with heights. The railway winds up the White Pass up to around 3,000 feet on the mountain. The railroad uses much the same track as was layed when the railway was built in the late 1800's. The track is very thin, layed on the ledge cut out of the side of the mountain. So if you sit on the right hand side you pretty much just see mountain wall, and on the left hand side you can see down the side of the mountain, which as the ride continues, goes higher and higher.
You can buy the tickets at the White Pass Ticket office in Skagway. I'm not sure if you get the guided tour that way though. On our excursion, we took the railroad trip up to the Yukon, and the bus trip on the return to get the history tour of Skagway, well worth it! Be sure to bring your passport, as the railroad does pass into Canada and you will need for Canadian customs and for US customs to reenter.
I found Skagway the single most interesting port-of-call on our RCI cruise last year. Stop by the Skagway history center and see the exhibits and maybe listen to the history lecture. I loved the story of Skagway's notorious Con Man Soapy Smith and the man who killed him, Skagway's hero Frank Reid. Both men's graves are in the Gold Rush Cemetery in Skagway! If you like American history, take the White Pass Railway tour!