Go to the specific destinations on these boards, and ask - or look for posts about what people have done. If you're doing the Med cruises- lots of places you don't need an excursion but can walk around on your own. In Naples, for example, when you get off the ship, you'll see a ticket office for tickets on the little ferry to Capri. Take that, then hire one of the cute taxis to take you to Anacapri at the top. In Venice, you just take the vaporetto to town- everything is very easily walkable. In Dubrovnik, the ship's bus lets you off just outside the walled city. Walk in and explore.
The one exception is in Sicily- it's worth paying for the ship's bus to Taormina.