With this being your first cruise you might be better off doing your tours through the ship. This is especially true if you do not speak the local language or go far from the ship or are the least bit concerned about your welfare,safety, or missing the ship. The thing to remember is that when you go on your own, you really are on your own in a foriegn country. The price diffearance is not much and in many cases well worth it. Now if you are going on a shopping tour of downtown St Thomas then no, just take a taxi. Same for Cozumel.