Wow - that's a lot of questions
We do a mix. First trip to Europe in 2005 we booked all private tours and it was amazing!! 2007 we went back and did our own thing with one ships excursion. Caribbean, we've usually do a mix of both. If it's a general overview of the island we want, we book the ships tour.
Just did Panama and booked all ships tours, not sure why, they just sounded good and I have to say, for a ships tour, they were excellent. I was probably more paranoid about missing the ship in Columbia than in Florence
We've never come close to missing the ship. I don't remember any tour being really bad. Friends have done the Elite Tour on Santorini paying $200 pp and were very disappointed but to be honest we thought they were nuts in the first place for booking it.
Starting to plan the Med again for 2012 and have made one private tour contact for Crete and will be researching someone for the Cinque Terra. Most we'll just do on our own with local transportation.
We always book the ships tours online when they become available. Don't think we've ever booked anything right on the ship.