You will find Tanzanite sold in many jewelery stores in the Caribbean. St Thomas is famous for jewelery stores. You must remember that it is not a native gemstone. Tanzanite comes from Tanzania in Africa. Try to price it in some of your local stores, so that you have some idea of the price. Most cruise ships carry Jewelery also and you can see what they sell for.
Tanazanite is available in most major jewelry stores in the Caribbean. Western Caribbean isn't known for its shopping. Cozumel would probably be your best bet --attend port shopping lectures on the ship. I found my best deal on my tanzanite on board the ship towards the end of the cruise, they had marked everything down 30-50%
You also need to take into consideration your duty allowance. Have a rough idea on prices before you leave.
Cruise ship's price is not too bad. We compare the price on the ship to the Cozumel store, and not much different. It was easier to buy them on board the ship if you find what you like. You won't need to worry about credit scam or exchange rate. If you buy the loose stones, there is no limit on the value. We brought some loose stones and had them set in Cozumel. The certificate says we got them as loose stones even you set them. In that way, we didn't need to worry about duty allowance. Loose stones are duty free, no limit. We listed them as loose stones on the custom form.
St. Maarten& St. Thomas are the place to shop for Tanzanite. I did, however, purshase mine on the Grand Princess 4-5 years ago. Two carat, cushion shape, deep blue/purple at a great price ($1100.00). Can't get one for near the price now.
Purchases on the ship came with a guarantee & certif of authenticity. We got a beautiful white gold & Tanzanite bracelet for my dtr towards the end of the cruise for a great price. It was really a beautiful piece--no hassles! Could also check the webiste for Zhaveri Jewelers (hope I spelled it right) Bought from them in St Marteen--seemed like a good value.