Catania, naples, venice, rome, Dubrovnik, split, maletta, kotor
At least you listed them, I appreciate that. Most of the people who ask this or a similar question just say "sailing ___ in Europe in June - what tours should I take?"
In Naples, I highly recommend going to Pompeii - site of the ash-covered ancient Roman city that was preserved nearly intact when Mt Vesuvius erupted.
In venice, I would get a walking map and just wander the city - walk from the ship to the train station and just start following the locals and the signs to St Mark's Square. There is a specific route that goes over the main canal on a famous bridge. Just keep following the signs that say something Pia. San Marcos (Piazza San Marcos, or St marks Square).
In Rome I recommend a bus tour that takes you to the Coliseum and the Forum. Skip the Spanish Steps, Go to the Pantheon, also. If you have time go to the Vatican and see inside the Cathedral. You probably won't see the best sites at the Vatican because it takes all day. Frankly, I would fly to Rome a few days early and stay in a hotel and then make your way to Venice by train. You could probably do this for about the same price as an excursion from Civitavecchia to Rome from the ship, and you will see a lot more (I don't know that for a fact, I am just being dramatic).
Dubrovnik - just go on your own, no tour needed unless you really want to know the history. Otherwise just go and soak up the atmosphere.
Maletta - grab a taxi and take it to the main church close to the Majorca pearl museum. From there just spend the day shopping.
Just one caveat - make sure you start heading back to the ship early or you will never get a taxi. I spent nearly two hours one night trying to get a taxi from there (it is a 2-mile walk) - I could have missed the ship. I honestly do not know why it was so hard, I think all the taxis were at the ship taking people out to dinner.
Those are the ones I know....