We did Athens on our own, and are very glad we did. It's a short walk to the metro, a short ride into town, and you can see all the ancient ruins with the Acropolis pass. Full details on what we did and how we did it are in this post:
We only had a half day here, so we took the NCL Simply Ephesus tour, which spends more time exploring Ephesus and skips the terrace houses. Other buses went to a leather store afterwards but our tour spent the entire time at Ephesus and we were some of the last people back on the ship -- so we loved it!
There is absolutely no need to take a tour here. It's a short walk into old town, we were able to do every major attraction, spend a lot of time at the markets, and still be back on the ship almost two hours early. Full details, again, are in this post:
Mykonos is a fun little island, the beaches were nice though the water was pretty cold. We rented a car in town for 30 Euro for the day, and went to Panormos beach, Kapari, and Paradise, spenting about 90 minutes at each place before going back to Old Town for a little while before taking the tender back to the ship. The island is very small so if you rent a car you can easily go to any beach you want, even if you wanted to go to the east side.
In Naples the first thing you want to do is... get out of Naples. With the Amalfi Coast and Pompeii to the south, you probably wanted to do that anyways. Supposedly it's pretty easy to go to Pompeii and Sorrento by train, but we opted for the NCL trip that did the same. We took the Flavors Of Sorrento & Pompeii tour. It gave us about 90 minutes in Sorrento, then a great lunch at a farm, and then on to Pompeii -- which is a must see!
We did Rome on our own, taking the train into town and seeing pretty much every major attraction from the Colosseum to inside St. Peter's, all except the Sistine Chapel. Again, full details are in this post:
For Florence we went with Rome In Limo, which gave us much more time than the NCL tour would have. We first went to Pisa, and I'm very glad we did because the leaning tower is really amazing to see in person. Then on to Florence, where we had maybe 4 or 5 hours to walk around and have lunch, see the Duomo, etc. We also saw the David, which you absolutely must get tickets in advance for. There was a 3.5 hour wait for non-ticket-holders. We had a timed ticket for noon, got there at 12:30, had maybe a 20 minute wait. Others in our group had the same time but went at about 3:30 and walked right in. Your timed ticket is good for any time during the day after that time, so you can just wait a little later and cruise right in at your leisure. Still, even at 12:30 the wait wasn't that bad.
We took the NCL tour of Marseille & Aix-en-Provence. It was just ok, really. There's not a whole lot to do in Provence that compares to the remainder of the trip, so it's unfair to hold it against the region. We did have a nice day though - Aix was a cool town, and while we were only briefly in Marseille it seemed nice, and we had stunning views from the Notre Dame cathedral.