Don't fall for the tequila tour shopping experience - some of the worst tequila I've ever had - but fun. Our guide was good and it was great to learn more about the island.
Disney do this well. We rented bikes and went for a cycle. Wind is an issue in the winter/spring so 3rd party excursions do tend to get cancelled. If you are looking for a good, safe day at the beach then Disney does it well.