"Has anyone had any luck doing their own open jaw flights? Fly to Vancouver and fly home from Anchorage? How did the prices compare to the cruise airfare?"
I usually do book my own airline tickets, and my upcoming cruise to Alaska was no exception. Nonetheless, there are some important caveats to "open jaw" itineraries.
>> 1. The "open jaw" must be the shortest side of the triangle.
>> 2. In general, stop-overs en route are not allowed.
The distance from Seattle to Anchorage is 1448 air miles, so an "open jaw" itinerary won't work if you live within that air distance of Seattle.
Although I live in Massachusetts, I wanted to plan a stop-over en route to visit friends in Colorado and thus ran into a snag with the second caveat. In doing a little digging, though, I discovered that Delta Air Lines offered a very reasonable "one way" fare for a "redeye" flight from Anchorage and Seattle. Thus, I was able to book a multi-city trip without the open jaw and a separate "one way" ticket to get back to Seattle from Anchorage.
Air service into Vancouver is very limited and fares tend to be significantly higher than for flights to Seattle from the same point of origin, so most cruise lines offer transfers to the pier in Vancouver from Seattle-Tacoma International Airport as well as from Vancouver International Airport (and vice versa, of course). The longer transfer is a bit more expensive, but you probably will save enough on air fare by flying into Seattle to come out substantially ahead anyway. Note, however, that the transfer from Seattle to Vancouver does take about four hours so you will need to arrive in Seattle well before noon.
Anyway, if you can't get a legal "open jaw" itinerary with return from Anchorage, book either (1) a round trip to Seattle or (2) an "open jaw" to Vancouver with return from Seattle, in either case ensuring that the return leg is the day after the ship's disembarkation day, then buy a "one way" ticket from Vancouver to Seattle on Delta's redeye.
BTW, you could purchase air fare from Seattle through the cruise line instead of booking the "one way" ticket yourself. I have seen some Alaska cruise brochures indicating that the cruise line offers fairly cheap air fares from Seattle to Anchorage.
Have a wonderful cruise!