In Grand Cayman we did the StingrayCity excursion with Moby Dick Tours. I would highly recommend them. No photographer on board, they used our camera to capture shots of the kids interacting with the rays, so no added cost for photos, and it was a small enough group to get good interaction and instruction (abt. 30).
In Cozumel we did the Dolphin Interaction excursion at Chaakanab (sp?) Park through DCL. It was a great experience and one I would also highly recommend - but know going in that the photos are outrageously priced.
Of course we loved Castaway Cay, as we did last time. We snorkeled and enjoyed a relaxed day at the beach. My tip here is to be early off the ship to get a good choice of chairs. The only confusing thing about CC was that we were told we needed to bring photo ID to get back on the ship, which caused a whole host of folks to head back to their cabins who had been waiting in line for quite a while to get off the ship (including me). And then when we re-boarded... no one checked our photo ID!