In Aruba... DePalma island is just off shore, and owned by the Renaissance hotel, which runs ferries back and forth all day. You used to be able to buy a day pass at the hotel in downtown... not sure if that is still the case. But, if so, it makes for a great beach day.
We've also done an ATV tour on Aruba that we really enjoyed.
Curacao - wandering around town is simple and pleasant, or you can grab a taxi to Seaquarium beach.