Cozumel is pretty safe and you have a point about booking off the ship. I think it's worth the extra money to book off the ship in certain points. I have also found that the ship is not always as high priced as people think. For example, in Cozumel the "Furry" is priced at $55.00 (on their website) the ship is $60.00 and booked both the Furry boats. So, you can't even book the Furry trip (on shore) the day the NCL Sea is in port.
I'm just looking for something dfferent. This will be my 5th time in Cozumel. We too were looking at the Canopy trip. Thanks