We did not take an excursion through the cruise line. We rented a driver ahead of time through tours plaza. I highly recommend this company. Our driver was Alberto. He was fabulous. He took us all over the island - shopping, history, tequila tour (a must do), and some beach time. We wanted to avoid the tourist areas. He took us to the east side of the island which was wonderful. We had a great lunch at Playa Bonita. I would strongly recommend Tours Plaza and Alberto.
We went to the Royal Palms Beach Club in Grand Cayman $4 per person cab ride and yes as other reviews predicted the cab driver tried to talk us out of going here. It was $5 to rent a beach chair. Drinks and Food are expensive but they are expensive everywhere on the island. In our opinion the beaches in Grand Cayman where superior to Cozumel.