We tendered to shore in Dubrovnik. If you don't like rough seas, avoid the tenders. They are small boats and toss around. If you want to know the local history, take an excursion. Otherwise, Dubrovnik is the ideal port to explore on your own. The old city is contained, small, easily traversed, and the NCL tent is bright blue/green and sticks out for easy finding when it's time to go back.
We had been to Athens before, so didn't take the usual Acropolis and Athens type tours. We did want to see Delphi, so this excursion was perfect for us. Delphi is three hours away from Athens, take the excursion and avoid the risk of not making it back on the ship. The ship literally sailed just after our busload reboarded... We were the last ones on.
However, it appears that NCL is no longer offering the Delphi tour. I can no longer find the listing on their website, though it may reappear in the future.
Ephesus is hugely crowded, but if you like Roman ruins it's a great stop. We were very certain to take an excursion in Turkey because we were hesitant about traveling to the country. That's a personal decision for each traveler, but I did notice that the excursions were much more full at that stop.
I highly recommend a trip to Krka National Park if you're tired of cities and history and just want some nature. It's a beautiful collection of waterfalls and well worth the hour's drive to get there. However, Split is yet another truly easy to explore on your own port... The tenders dock right at the old town area and there was plenty to see in the city.