I have done several of my own shore excursions. I research the companies on line first by doing a search on the ports at Google then I try to find feed back on cruise chat websites such as this one for feedback. It would help if you listed your ports so people can make recomendations.
I have booked with Sunny Liston tours in St. Thomas a real bargain at $20, I wish I had done San Juan on my own as Carnival city tour was not worth it, I would have had more time at the places that interested me if I just took a cab, in Nassau I went to the zoo, took a city bus for just $1 the locals were protective of us, and I felt very safe, I also ate at the Fish fry area where the locals eat. I have also done my own excursions in Mazatlan Mexico with Mazatlan Frank and in Belize with Coral Breeze limited. I plan to use Captain Marvin on my next cruise in Grand Cayman.
I saved a lot of money and I feel had better excursions then the ship offered, with smaller groups. In certain ports where safety might be an issue I might stick to the ships tours, ditto with tender ports as you don't want to miss your boat. Hope this helps.