When going to a new Island or Nation for the first time we normally book a ship tour because it gives us a chance to scope out how safe we feel there. When we visit a second time, if we feel it is safe, we normally do our own thing, rent a car, take a cab or take a private tour.
Case in point would be Ocho Rios Jamaica. Many feel the Island is unsafe, however after being there the first time we always do our own thing when we go there because we have never felt threatened or unsafe there. Once we took a cab to a all inclusive resort for the day and the other time just took the bus to mystic mountain.