The best excursion on St Maarten is the America's cup race trip.
12 Metre Regatta, America's Cup Racing, Philipsburg, St. Martin - YouTube
this is our boat and our Captain, but the video is not from my trip.
It is thrilling and a lot of fun.
Once we were done, we took a taxi over to Maho Beach to watch the planes
come in, and had lunch at the Sunset beach bar.
Sunset Beach Bar St Martin.wmv - YouTube
or you can get a taxi over to Orient Beach for the day.
On St Thomas we taxi'd over to Emerald Beach resort - All About The Emerald Beach Resort in St Thomas, Virgin Islands - YouTube
no charge to use their pool or beach - we sat at the beach bar and had a super day.
We have also taken one of those tours of St Thomas in the past, in a safari bus that takes you over the island. IIRC it was around $25 each via the cruise line and well worth it. Then of course there is shopping downtown.