My DH and I also love historical sites. I highly recommend the forts in Old San Juan. They are magnificent and the walk up there will give you some exercise. HAHAHA Also take the public ferry from the docks across the bay for the Bacardi tour. The ferry is .75 round trip per person. The cab from the ferry to Bacardi is $3 per person and the tour is free with two free drinks. Its worth the trip and probably the cheapest thing you'll do the entire cruise. HAHAA
There are so many things to do in St. Thomas that I didn't get a chance to do but I'll let others make recommendations for those.