I know there is some shore excursion that does that, but I really don't want to pay the money for it as well as have to keep to their schedule. I just want to get off the ship, go to a beach, hang out with my wife and do some swimming and snorkeling and then head back when we are done. It'll be a fraction of the cost to do it this way, and we can go and return on our own schedule as well as go to downtown Cabo if we want afterwards.
1. Good luck going ashore "when you want" if you are going ashore on your own. Cabo San Lucas is a tender port and shore excursions have priority on the tenders, so you will have to wait until a tender has a seat available. On most ships, the wait is usually over an hour unless you wait until lunchtime to go ashore.
2. Some of the beach excursions use taxis for return transportation from the beach facilities. On those excursions, you can return to the ship whenever you wish.
3. The taxi fares, day admission to a beach facility, beverages, etc., may well tally to more than the cost of the shore excursions, depending where you go and what you do.
But it's your choice.