Also check out Ports board- Caribbean.
There is no shopping( worthwhile ) in Grand Cayamn, so unless you book a stingray excursion, don't bother booking an over priced ship tour of the island. It is small, a taxi van will do it for you for way cheaper, and drop you at the spectacular Seven Mile beach at the end for some beach time.
It's been a long time since I went ot Cozumel, and I think we just did a beach day there too( we love to snorkle, and it was good there) .
Ochio Rios, book a ship tour there, or go to Dunns River Falls on your own by taxi. Many people find the locals in Jamaica a bit pushy( and they are) so I don't recommend going on your own there.
I have been to all the ports you mentioned.
Grand Cayman is best for the scuba/snorkling type if you are in to that. As of today hurricane Charley has passed over the islands. Check on the damage before you go.
The shopping is expensive there.They have set prices. You can get any cab/ bus to take you around. Set a price first, we paid $20 pp for a large van with 7 people. The best sites are the turtle farm, Hell (yes, get a post card stamped there) You can tell your friends you went to Hell and back. Spanish Bay reef has a good beach bar and swimming. the 7 mile beach is all buit up with condos, hotels, etc and very crowded.
I like to dive so we have stayed at the dive hotels.
Cozumel is a tiny island and you can rent a car to drive around. Go on line and get one before you leave then the price is lower. If you wait and rent a car when you arrive you will pay $50 to $85 a day.
I would not dive in Cayman as they drive on the left side of the road, and boy do they drive like N.Y. cabbies, but Cozumel is right side.
In Ocho Rios take the raft trip down the river or Dunns River falls is nice. Be sure to wear rubber soled shoes as the rocks are slippery
Hope this helps with your plans.