You don't need to do shore excursions to lounge on the beach, but in some cases you may need to take a taxi or water shuttle.
In Cabo, the beach right next to the cruise pier (walkable) has nice restaurants with palapas and water sports. It's pleasant but not exceptionally pretty in my opinion. For more secluded beaches, try Santa Maria Bay or Chileno Bay -- both are a cab ride. Also, a $7 ride by water taxi to Lovers Beach is well worth it -- beautiful beach, secluded (but no rest rooms or food).
In Puerto Vallarta, there's a very inexpensive shuttle (or cab) to the town beach (the Malecon). It's got water sports, but isn't particularly tropical. You can also get on a water taxi to several more secluded, beautiful and tropical beaches -- Yelapa and Las Animas are two of the names I remember. In PV, the beaches to the north of the cruise pier are nice, too. Wide sandy beaches -- you just have to tell a cab driver what you're looking for, and he'll take you there! We spent a very nice day at Playa Mismaloya, which was about a 20 minute cab ride south of the cruise pier. Tropical, with restaurant -- but not secluded like Yelapa.
In Mazatlan, you can get day passes to a resort, or try a water shuttle to one of the islands. There aren't any beaches within walking distance of the cruise ship here.
Have fun! Jeanne