Cozumel: Sorry, I can't help you on this one.
Belize City: Cave tubing with Charlie! Best Caribbean shore excursion I've ever done, and reasonably priced. We paid a bit extra to hike further (which also meant we tubed more of the caves) and it was well worth it. There is a video of our experience here: YouTube - Cave Tubing in Belize
Roatan: We went snorkeling. I don't have any strong recommendations on tour company... you'll save a lot of money by NOT booking through the ship. We saw quite a bit of wildlife, including sea turtle, lobster, puffer fish, barracuda. However, on the day we went (unusually windy... so much so that the ship almost cancelled the port, and ultimately docked at the other, older pier which was a little more sheltered from the wind), the current was very strong. Visibility was not very good. I am a strong swimmer, but some of the others in our group got tired and had to get back on the tour boat prematurely. I am almost positive this is not a typical experience, however.
Costa Maya: We went to Chacchoben. I can't remember the name of the tour company (again... save money by booking with a local company, not through the ship) but they were very good, and the tour was enjoyable.
Have a fantastic cruise!