Hi Amy: we sailed the Mexican Riviera on the Sapphire last week and spent time in each port. We grabbed a cab in Puerto Vallarta and did some sightseeing/shopping on our own. We took the Salsa and Salsa tour in Mazatlan and had a blast! If you enjoy salsa, chips, marguaritas and laughs, don't miss this one. We didn't take a tour in Cabo, but walked around the downtown, beach area, and visited Cabo Wabo.
If you have safety concerns about visiting the various ports, you might consider siging up for one of the tours offered through the ship.
Let me know if you have any other questions. Happy cruising!